+523.0%
CSCO vs ITOT
+891.2%
-368.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.5% |
| 7D | -0.5% | +0.7% | -1.2% | -1.2% |
| 30D | -10.1% | -1.1% | -9.0% | -9.2% |
| 3M | -11.7% | +3.9% | -15.6% | -15.1% |
| 6M | +40.1% | +14.7% | +25.4% | +21.9% |
| YTD | +43.8% | +13.3% | +30.5% | +26.9% |
| 1Y | +66.6% | +19.1% | +47.5% | +39.6% |
| 3Y | +108.5% | +77.3% | +31.2% | +15.3% |
| 5Y | +114.0% | +74.1% | +39.9% | +18.6% |
| 10Y | +366.8% | +293.1% | +73.7% | +8.9% |
| All | +523.0% | +891.2% | -368.1% | -49.0% |
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