-97.9%
CAPR vs ITOT
+645.4%
-743.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | +139.2% | 0.0% | +139.2% | +139.2% |
| 3M | -66.4% | +2.0% | -68.3% | -67.1% |
| 6M | -63.1% | +13.0% | -76.2% | -66.5% |
| YTD | -67.4% | +14.0% | -81.4% | -70.5% |
| 1Y | +58.2% | +19.9% | +38.3% | +38.3% |
| 3Y | +42.2% | +75.8% | -33.6% | -1.5% |
| 5Y | +87.3% | +73.8% | +13.4% | +30.0% |
| 10Y | -75.3% | +295.9% | -371.2% | -88.3% |
| All | -97.9% | +645.4% | -743.3% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling