+30.0%
CAPR vs ITOT
+17.8%
+12.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | -0.3% |
| 7D | -11.0% | -0.9% | -10.1% | -9.8% |
| 30D | +99.8% | -1.5% | +101.2% | +103.8% |
| 3M | -66.6% | +3.6% | -70.1% | -68.9% |
| 6M | -75.1% | +13.7% | -88.8% | -81.3% |
| YTD | -71.0% | +12.9% | -83.9% | -78.2% |
| 1Y | +30.0% | +17.2% | +12.8% | -0.6% |
| All | +30.0% | +17.8% | +12.1% | -0.6% |
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