+392.9%
BAC vs ITOT
+303.4%
+89.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.8% |
| 7D | 0.0% | -0.9% | +0.9% | +1.1% |
| 30D | -2.8% | -1.5% | -1.3% | -1.2% |
| 3M | +14.2% | +3.6% | +10.7% | +9.3% |
| 6M | +30.5% | +13.7% | +16.8% | +11.7% |
| YTD | +15.8% | +12.9% | +2.9% | -0.1% |
| 1Y | +26.2% | +17.2% | +9.0% | +3.9% |
| 3Y | +136.5% | +75.6% | +60.9% | +19.4% |
| 5Y | +75.9% | +75.5% | +0.5% | -11.8% |
| All | +392.9% | +303.4% | +89.4% | -22.6% |
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