+435.3%
D vs ITOT
+896.7%
-461.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -2.6% | 0.0% | -2.6% | -2.6% |
| 3M | 0.0% | +2.0% | -1.9% | -1.3% |
| 6M | +7.4% | +13.0% | -5.7% | -0.4% |
| YTD | +15.9% | +14.0% | +1.9% | +6.9% |
| 1Y | +18.1% | +19.9% | -1.8% | +5.5% |
| 3Y | +58.4% | +75.8% | -17.4% | +10.8% |
| 5Y | +5.2% | +73.8% | -68.6% | -27.3% |
| 10Y | +35.9% | +295.9% | -260.0% | -45.2% |
| All | +435.3% | +896.7% | -461.4% | +15.6% |
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 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