+113.6%
C vs ITOT
+66.6%
+47.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.2% |
| 7D | -0.4% | -0.8% | +0.3% | +0.4% |
| 30D | -5.3% | -2.0% | -3.3% | -3.1% |
| 3M | -8.0% | -1.5% | -6.5% | -6.4% |
| 6M | -0.3% | +3.3% | -3.6% | -3.7% |
| YTD | +8.6% | +12.5% | -3.8% | -4.1% |
| 1Y | +25.8% | +12.6% | +13.2% | +11.0% |
| 3Y | +221.2% | +78.6% | +142.5% | +80.9% |
| 5Y | +113.6% | +67.0% | +46.5% | +21.4% |
| All | +113.6% | +66.6% | +47.0% | +21.4% |
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