+5.7%
AS vs ITOT
+11.9%
-6.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.3% |
| 7D | +4.5% | -0.5% | +5.0% | +5.0% |
| 30D | +13.2% | -3.4% | +16.7% | +18.6% |
| 3M | -11.9% | -3.1% | -8.9% | -8.2% |
| 6M | -11.6% | +2.2% | -13.8% | -15.7% |
| YTD | -14.7% | +11.0% | -25.7% | -29.8% |
| 1Y | +5.7% | +11.4% | -5.7% | -12.9% |
| All | +5.7% | +11.9% | -6.2% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling