+43.6%
DE vs ITOT
+17.8%
+25.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.7% |
| 7D | -2.6% | -0.9% | -1.7% | -2.1% |
| 30D | +9.0% | -1.5% | +10.5% | +9.8% |
| 3M | +19.1% | +3.6% | +15.6% | +16.8% |
| 6M | +14.4% | +13.7% | +0.7% | +6.5% |
| YTD | +45.9% | +12.9% | +33.0% | +36.1% |
| 1Y | +43.6% | +17.2% | +26.4% | +34.4% |
| All | +43.6% | +17.8% | +25.8% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling