+112.4%
BAC vs ITOT
+875.1%
-762.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.6% |
| 7D | +3.2% | +2.5% | +0.8% | -0.8% |
| 30D | -0.7% | -1.7% | +1.0% | +1.7% |
| 3M | -20.0% | -3.4% | -16.6% | -15.9% |
| 6M | +3.4% | +2.1% | +1.3% | -1.0% |
| YTD | -5.7% | +11.5% | -17.2% | -21.8% |
| 1Y | -1.4% | +13.6% | -15.1% | -20.8% |
| 3Y | +97.9% | +77.2% | +20.7% | -24.6% |
| 5Y | +22.9% | +64.4% | -41.4% | -49.0% |
| 10Y | +235.3% | +288.6% | -53.3% | -70.9% |
| All | +112.4% | +875.1% | -762.6% | -94.9% |
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