+448.9%
D vs ITOT
+878.9%
-430.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -3.1% | +3.3% | -6.3% | -4.9% |
| 30D | +8.4% | -2.5% | +10.8% | +9.7% |
| 3M | +0.2% | -2.3% | +2.6% | +1.3% |
| 6M | +9.5% | +3.0% | +6.4% | +7.0% |
| YTD | +18.8% | +11.9% | +6.9% | +10.4% |
| 1Y | +14.7% | +12.0% | +2.7% | +6.4% |
| 3Y | +72.9% | +77.8% | -4.8% | +19.8% |
| 5Y | +13.1% | +65.0% | -51.9% | -19.4% |
| 10Y | +47.2% | +290.1% | -243.0% | -40.3% |
| All | +448.9% | +878.9% | -430.0% | +19.4% |
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