+251.4%
DD vs ITOT
+891.2%
-639.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.5% |
| 7D | -0.6% | +0.7% | -1.3% | -1.4% |
| 30D | -7.4% | -1.1% | -6.3% | -6.1% |
| 3M | -6.4% | +3.9% | -10.3% | -10.8% |
| 6M | -2.5% | +14.7% | -17.2% | -17.7% |
| YTD | +10.2% | +13.3% | -3.1% | -5.4% |
| 1Y | +36.9% | +19.1% | +17.8% | +10.5% |
| 3Y | +47.0% | +77.3% | -30.3% | -27.5% |
| 5Y | +63.1% | +74.1% | -10.9% | -18.1% |
| 10Y | +68.2% | +293.1% | -225.0% | -70.1% |
| All | +251.4% | +891.2% | -639.7% | -80.2% |
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