+505.7%
BA vs ITOT
+883.6%
-377.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.8% |
| 7D | -1.4% | -0.8% | -0.6% | -0.7% |
| 30D | -7.9% | -2.0% | -5.9% | -6.0% |
| 3M | -25.2% | -1.5% | -23.6% | -24.1% |
| 6M | -26.7% | +3.3% | -30.0% | -29.6% |
| YTD | -19.6% | +12.5% | -32.1% | -29.9% |
| 1Y | -10.6% | +12.6% | -23.2% | -22.2% |
| 3Y | -11.2% | +78.6% | -89.9% | -54.9% |
| 5Y | -20.4% | +67.0% | -87.4% | -55.8% |
| 10Y | +26.8% | +292.0% | -265.2% | -69.2% |
| All | +505.7% | +883.6% | -377.9% | -43.5% |
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