+58.2%
CAPR vs ITOT
+20.8%
+37.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.7% |
| 7D | -2.0% | +0.1% | -2.1% | -2.2% |
| 30D | +139.2% | 0.0% | +139.2% | +139.0% |
| 3M | -66.4% | +2.0% | -68.3% | -67.3% |
| 6M | -63.1% | +13.0% | -76.2% | -71.4% |
| YTD | -67.4% | +14.0% | -81.4% | -75.6% |
| 1Y | +58.2% | +19.9% | +38.3% | +30.3% |
| All | +58.2% | +20.8% | +37.4% | +30.3% |
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