+48.5%
AMZN vs ITOT
+74.3%
-25.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.7% |
| 7D | -0.7% | -0.9% | +0.2% | +0.7% |
| 30D | -3.9% | -1.5% | -2.5% | -1.9% |
| 3M | +6.3% | +3.6% | +2.8% | +1.1% |
| 6M | +20.8% | +13.7% | +7.1% | +0.2% |
| YTD | +11.2% | +12.9% | -1.7% | -6.9% |
| 1Y | +11.7% | +17.2% | -5.5% | -11.3% |
| 3Y | +79.4% | +75.6% | +3.8% | -21.5% |
| All | +48.5% | +74.3% | -25.7% | -33.0% |
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