-24.2%
AR vs ITOT
+444.8%
-469.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.4% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | +14.8% | 0.0% | +14.8% | +14.6% |
| 3M | +6.2% | +2.0% | +4.3% | +3.1% |
| 6M | +4.3% | +13.0% | -8.8% | -11.0% |
| YTD | +14.4% | +14.0% | +0.4% | -3.6% |
| 1Y | +21.3% | +19.9% | +1.4% | -3.5% |
| 3Y | +39.8% | +75.8% | -36.0% | -28.6% |
| 5Y | +142.1% | +73.8% | +68.2% | +25.9% |
| 10Y | +52.0% | +295.9% | -243.9% | -67.9% |
| All | -24.2% | +444.8% | -469.0% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling