+175.2%
B vs ITOT
+883.6%
-708.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.2% |
| 7D | -2.7% | -0.8% | -1.9% | -2.4% |
| 30D | -4.3% | -2.0% | -2.3% | -3.3% |
| 3M | -2.3% | -1.5% | -0.8% | -1.4% |
| 6M | -16.2% | +3.3% | -19.5% | -17.2% |
| YTD | -8.8% | +12.5% | -21.3% | -13.3% |
| 1Y | +11.4% | +12.6% | -1.2% | +5.9% |
| 3Y | +174.3% | +78.6% | +95.6% | +108.9% |
| 5Y | +116.2% | +67.0% | +49.2% | +67.8% |
| 10Y | +222.7% | +292.0% | -69.3% | +56.4% |
| All | +175.2% | +883.6% | -708.4% | -34.0% |
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