+5,326.8%
CF vs ITOT
+775.3%
+4,551.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -2.8% |
| 7D | -0.9% | +0.2% | -1.1% | -1.8% |
| 30D | +6.9% | -3.0% | +10.0% | +9.6% |
| 3M | +4.8% | -2.7% | +7.6% | +6.7% |
| 6M | +4.7% | +2.6% | +2.1% | -0.7% |
| YTD | +56.5% | +11.5% | +45.0% | +32.2% |
| 1Y | +48.4% | +13.5% | +34.9% | +22.5% |
| 3Y | +59.1% | +79.7% | -20.6% | -27.0% |
| 5Y | +109.5% | +64.2% | +45.3% | +2.5% |
| 10Y | +487.0% | +290.2% | +196.8% | -5.8% |
| All | +5,326.8% | +775.3% | +4,551.5% | +242.8% |
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