+113.4%
CSCO vs ITOT
+71.8%
+41.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.3% |
| 7D | -1.1% | -2.0% | +1.0% | +0.6% |
| 30D | -10.8% | -2.0% | -8.8% | -9.4% |
| 3M | -9.2% | +4.5% | -13.8% | -12.5% |
| 6M | +39.5% | +12.6% | +26.9% | +26.9% |
| YTD | +41.5% | +12.0% | +29.5% | +29.5% |
| 1Y | +61.0% | +17.3% | +43.7% | +41.9% |
| 3Y | +105.2% | +75.2% | +30.0% | +31.5% |
| 5Y | +113.4% | +74.0% | +39.4% | +34.6% |
| All | +113.4% | +71.8% | +41.6% | +34.6% |
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 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