+47.2%
CAPR vs ITOT
+14.7%
+32.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.7% | +6.3% |
| 7D | +43.2% | -0.7% | +43.8% | +44.5% |
| 30D | +14.7% | -1.1% | +15.7% | +16.3% |
| 3M | +113.9% | -0.8% | +114.7% | +116.1% |
| 6M | -73.4% | +7.0% | -80.4% | -76.9% |
| YTD | -69.1% | +13.3% | -82.4% | -77.0% |
| 1Y | +47.2% | +14.8% | +32.4% | -2.8% |
| All | +47.2% | +14.7% | +32.5% | -2.8% |
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