+379.9%
CSCO vs ITOT
+303.4%
+76.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.5% | +3.6% |
| 7D | +2.7% | -0.9% | +3.6% | +3.6% |
| 30D | -9.5% | -1.5% | -8.0% | -8.3% |
| 3M | -7.6% | +3.6% | -11.2% | -10.6% |
| 6M | +44.9% | +13.7% | +31.2% | +28.5% |
| YTD | +47.7% | +12.9% | +34.8% | +32.1% |
| 1Y | +69.1% | +17.2% | +51.9% | +45.9% |
| 3Y | +113.5% | +75.6% | +37.9% | +24.5% |
| 5Y | +122.8% | +75.5% | +47.3% | +28.5% |
| All | +379.9% | +303.4% | +76.5% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling