+38.4%
AR vs ITOT
+303.4%
-265.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.8% |
| 7D | -2.5% | -0.9% | -1.6% | -1.5% |
| 30D | +2.5% | -1.5% | +4.0% | +4.1% |
| 3M | +12.3% | +3.6% | +8.7% | +7.2% |
| 6M | -3.1% | +13.7% | -16.8% | -18.1% |
| YTD | +11.5% | +12.9% | -1.4% | -5.3% |
| 1Y | +17.0% | +17.2% | -0.2% | -4.7% |
| 3Y | +47.3% | +75.6% | -28.3% | -25.8% |
| 5Y | +141.2% | +75.5% | +65.8% | +22.2% |
| All | +38.4% | +303.4% | -265.0% | -73.3% |
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