+673.6%
BDX vs ITOT
+885.8%
-212.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.3% |
| 7D | -3.6% | -0.4% | -3.2% | -3.3% |
| 30D | +0.7% | -1.6% | +2.3% | +1.6% |
| 3M | +19.0% | +3.5% | +15.4% | +16.4% |
| 6M | +10.8% | +13.1% | -2.3% | +2.8% |
| YTD | +20.1% | +12.7% | +7.4% | +11.7% |
| 1Y | +23.1% | +18.3% | +4.8% | +11.2% |
| 3Y | -8.8% | +76.4% | -85.2% | -35.4% |
| 5Y | -1.4% | +73.8% | -75.2% | -30.7% |
| 10Y | +60.5% | +301.2% | -240.7% | -33.4% |
| All | +673.6% | +885.8% | -212.2% | +78.1% |
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