+2,743.0%
BN vs ITOT
+891.2%
+1,851.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -1.9% |
| 7D | -1.2% | +0.7% | -1.8% | -1.9% |
| 30D | -10.9% | -1.1% | -9.8% | -9.7% |
| 3M | -11.1% | +3.9% | -15.0% | -15.0% |
| 6M | -4.4% | +14.7% | -19.1% | -18.5% |
| YTD | -14.1% | +13.3% | -27.5% | -25.6% |
| 1Y | -11.1% | +19.1% | -30.2% | -27.1% |
| 3Y | +75.6% | +77.3% | -1.8% | -6.9% |
| 5Y | +35.8% | +74.1% | -38.3% | -25.1% |
| 10Y | +261.6% | +293.1% | -31.6% | -18.8% |
| All | +2,743.0% | +891.2% | +1,851.9% | +154.7% |
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