+134.9%
AS vs ITOT
+55.5%
+79.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | -0.1% |
| 7D | +6.9% | -2.7% | +9.6% | +11.1% |
| 30D | +16.0% | -5.2% | +21.2% | +25.2% |
| 3M | -12.8% | -4.4% | -8.5% | -7.1% |
| 6M | -15.4% | +0.4% | -15.8% | -16.6% |
| YTD | -15.7% | +8.8% | -24.5% | -26.3% |
| 1Y | +6.1% | +11.0% | -5.0% | -10.1% |
| All | +134.9% | +55.5% | +79.4% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling