+23.1%
C vs ITOT
+11.7%
+11.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | +4.7% | +3.3% | +1.5% | +0.3% |
| 30D | +0.2% | -2.5% | +2.6% | +3.6% |
| 3M | -9.3% | -2.3% | -7.0% | -6.4% |
| 6M | -0.8% | +3.0% | -3.9% | -5.5% |
| YTD | +8.5% | +11.9% | -3.4% | -9.0% |
| 1Y | +23.1% | +12.0% | +11.1% | +3.1% |
| All | +23.1% | +11.7% | +11.4% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling