+116.1%
ALL vs ITOT
+73.3%
+42.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.3% |
| 7D | -2.2% | -0.4% | -1.9% | -2.1% |
| 30D | -5.6% | -1.6% | -4.0% | -4.9% |
| 3M | +17.2% | +3.5% | +13.7% | +15.1% |
| 6M | +23.2% | +13.1% | +10.1% | +15.6% |
| YTD | +23.6% | +12.7% | +10.9% | +15.9% |
| 1Y | +29.2% | +18.3% | +10.9% | +17.9% |
| 3Y | +153.8% | +76.4% | +77.4% | +83.6% |
| 5Y | +116.1% | +73.8% | +42.3% | +51.8% |
| All | +116.1% | +73.3% | +42.7% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling