+61.9%
D vs ITOT
+77.4%
-15.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.7% |
| 7D | +0.8% | +0.7% | +0.1% | +0.6% |
| 30D | -0.7% | -1.1% | +0.4% | -0.5% |
| 3M | +2.1% | +3.9% | -1.8% | +1.2% |
| 6M | +6.8% | +14.7% | -7.9% | +3.2% |
| YTD | +16.5% | +13.3% | +3.2% | +12.8% |
| 1Y | +19.2% | +19.1% | 0.0% | +13.4% |
| 3Y | +61.9% | +77.3% | -15.5% | +17.0% |
| All | +61.9% | +77.4% | -15.6% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling