-58.6%
C vs ITOT
+871.0%
-929.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.9% |
| 7D | -0.4% | -0.5% | +0.2% | +0.4% |
| 30D | -5.2% | -3.4% | -1.7% | +0.3% |
| 3M | -9.1% | -3.1% | -6.0% | -4.5% |
| 6M | -1.6% | +2.2% | -3.8% | -5.4% |
| YTD | +6.9% | +11.0% | -4.1% | -9.9% |
| 1Y | +23.0% | +11.4% | +11.6% | +3.0% |
| 3Y | +216.1% | +76.4% | +139.8% | +22.6% |
| 5Y | +112.2% | +65.1% | +47.2% | -12.2% |
| 10Y | +208.8% | +287.4% | -78.6% | -72.6% |
| All | -58.6% | +871.0% | -929.6% | -99.0% |
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