+371.6%
ALL vs ITOT
+287.5%
+84.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.6% |
| 7D | +5.0% | +2.5% | +2.5% | +3.2% |
| 30D | +13.3% | -1.7% | +15.0% | +14.4% |
| 3M | +3.2% | -3.4% | +6.5% | +5.3% |
| 6M | +25.3% | +2.1% | +23.2% | +22.2% |
| YTD | +30.5% | +11.5% | +19.0% | +18.7% |
| 1Y | +29.2% | +13.6% | +15.6% | +15.8% |
| 3Y | +119.1% | +77.2% | +41.9% | +35.9% |
| 5Y | +162.6% | +64.4% | +98.3% | +71.2% |
| All | +371.6% | +287.5% | +84.1% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling