+112.8%
BP vs ITOT
+63.9%
+48.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +3.8% | +2.5% | +1.3% | +2.6% |
| 30D | -5.3% | -1.7% | -3.6% | -4.7% |
| 3M | +9.3% | -3.4% | +12.6% | +10.8% |
| 6M | +7.2% | +2.1% | +5.1% | +5.3% |
| YTD | +38.0% | +11.5% | +26.5% | +28.6% |
| 1Y | +33.2% | +13.6% | +19.6% | +22.6% |
| 3Y | +50.3% | +77.2% | -26.9% | +4.1% |
| All | +112.8% | +63.9% | +48.9% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling