+158.8%
B vs ITOT
+73.3%
+85.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +1.0% | -0.4% | +1.4% | +1.3% |
| 30D | +9.5% | -1.6% | +11.1% | +10.6% |
| 3M | +14.3% | +3.5% | +10.8% | +12.3% |
| 6M | -1.9% | +13.1% | -15.0% | -7.8% |
| YTD | +4.1% | +12.7% | -8.6% | -1.9% |
| 1Y | +56.1% | +18.3% | +37.8% | +44.0% |
| 3Y | +202.0% | +76.4% | +125.6% | +131.8% |
| 5Y | +158.8% | +73.8% | +85.0% | +86.8% |
| All | +158.8% | +73.3% | +85.5% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling