+199.9%
B vs ITOT
+300.1%
-100.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | -5.0% | -2.0% | -3.0% | -4.2% |
| 30D | +8.7% | -2.0% | +10.7% | +9.7% |
| 3M | +17.3% | +4.5% | +12.8% | +15.3% |
| 6M | -5.0% | +12.6% | -17.7% | -9.1% |
| YTD | +1.4% | +12.0% | -10.5% | -2.5% |
| 1Y | +50.5% | +17.3% | +33.2% | +42.4% |
| 3Y | +194.4% | +75.2% | +119.1% | +141.8% |
| 5Y | +156.7% | +74.0% | +82.7% | +108.2% |
| All | +199.9% | +300.1% | -100.2% | +103.2% |
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