+1,445.9%
BHP vs ITOT
+885.8%
+560.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.0% |
| 7D | +0.9% | -0.4% | +1.3% | +1.3% |
| 30D | +4.0% | -1.6% | +5.6% | +6.1% |
| 3M | +11.3% | +3.5% | +7.7% | +6.3% |
| 6M | +29.3% | +13.1% | +16.2% | +10.7% |
| YTD | +59.2% | +12.7% | +46.5% | +37.0% |
| 1Y | +80.8% | +18.3% | +62.5% | +46.0% |
| 3Y | +88.0% | +76.4% | +11.6% | -13.1% |
| 5Y | +126.6% | +73.8% | +52.9% | +3.1% |
| 10Y | +515.7% | +301.2% | +214.5% | -19.3% |
| All | +1,445.9% | +885.8% | +560.1% | -37.8% |
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