+39.6%
CAPR vs ITOT
+76.4%
-36.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.1% | -2.9% |
| 7D | -9.5% | +0.7% | -10.1% | -10.4% |
| 30D | +121.5% | -1.1% | +122.6% | +124.9% |
| 3M | -65.4% | +3.9% | -69.2% | -67.8% |
| 6M | -67.5% | +14.7% | -82.3% | -73.9% |
| YTD | -68.6% | +13.3% | -81.9% | -74.4% |
| 1Y | +42.7% | +19.1% | +23.5% | +8.9% |
| All | +39.6% | +76.4% | -36.8% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling