-25.5%
AR vs ITOT
+433.0%
-458.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +7.4% | +2.5% | +4.9% | +4.5% |
| 30D | +5.8% | -1.7% | +7.5% | +7.2% |
| 3M | +5.2% | -3.4% | +8.6% | +8.5% |
| 6M | +5.4% | +2.1% | +3.3% | +1.3% |
| YTD | +12.4% | +11.5% | +0.9% | -3.5% |
| 1Y | +12.8% | +13.6% | -0.8% | -5.3% |
| 3Y | +47.2% | +77.2% | -30.0% | -26.0% |
| 5Y | +101.1% | +64.4% | +36.8% | +10.7% |
| 10Y | +57.6% | +288.6% | -231.0% | -66.2% |
| All | -25.5% | +433.0% | -458.5% | -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