+72.5%
CAPR vs ITOT
+73.3%
-0.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.1% |
| 7D | -12.6% | -0.4% | -12.3% | -12.3% |
| 30D | +124.4% | -1.6% | +126.0% | +128.4% |
| 3M | -66.8% | +3.5% | -70.3% | -68.5% |
| 6M | -71.8% | +13.1% | -84.9% | -75.7% |
| YTD | -70.1% | +12.7% | -82.8% | -74.2% |
| 1Y | +33.3% | +18.3% | +15.0% | +9.6% |
| 3Y | +36.7% | +76.4% | -39.7% | -20.2% |
| 5Y | +72.5% | +73.8% | -1.3% | -2.5% |
| All | +72.5% | +73.3% | -0.9% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling