-78.9%
CAPR vs ITOT
+300.1%
-379.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.1% |
| 7D | -10.6% | -2.0% | -8.5% | -8.1% |
| 30D | +111.2% | -2.0% | +113.1% | +116.8% |
| 3M | -67.2% | +4.5% | -71.8% | -69.6% |
| 6M | -75.1% | +12.6% | -87.8% | -79.0% |
| YTD | -71.2% | +12.0% | -83.2% | -75.6% |
| 1Y | +31.1% | +17.3% | +13.9% | +5.1% |
| 3Y | +31.3% | +75.2% | -43.9% | -35.1% |
| 5Y | +69.4% | +74.0% | -4.6% | -17.7% |
| All | -78.9% | +300.1% | -379.0% | -96.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling