+35.5%
D vs ITOT
+300.1%
-264.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.3% |
| 7D | -1.6% | -2.0% | +0.4% | -0.6% |
| 30D | -3.5% | -2.0% | -1.6% | -2.6% |
| 3M | -1.6% | +4.5% | -6.1% | -4.0% |
| 6M | +5.8% | +12.6% | -6.8% | -0.9% |
| YTD | +14.5% | +12.0% | +2.5% | +7.4% |
| 1Y | +14.2% | +17.3% | -3.1% | +4.3% |
| 3Y | +59.0% | +75.2% | -16.2% | +13.7% |
| 5Y | +5.4% | +74.0% | -68.6% | -25.6% |
| All | +35.5% | +300.1% | -264.6% | -41.1% |
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