+159.8%
BAC vs ITOT
+891.2%
-731.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.4% |
| 7D | +1.2% | +0.7% | +0.5% | +0.1% |
| 30D | -0.7% | -1.1% | +0.4% | +0.9% |
| 3M | +16.9% | +3.9% | +13.0% | +9.4% |
| 6M | +29.6% | +14.7% | +14.9% | +3.0% |
| YTD | +15.3% | +13.3% | +1.9% | -6.6% |
| 1Y | +28.8% | +19.1% | +9.7% | -4.0% |
| 3Y | +136.4% | +77.3% | +59.0% | -9.9% |
| 5Y | +72.9% | +74.1% | -1.2% | -34.8% |
| 10Y | +391.8% | +293.1% | +98.6% | -58.1% |
| All | +159.8% | +891.2% | -731.4% | -93.9% |
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