+75.9%
DE vs ITOT
+75.8%
+0.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.9% |
| 7D | -2.6% | -0.9% | -1.7% | -1.9% |
| 30D | +9.0% | -1.5% | +10.5% | +10.1% |
| 3M | +19.1% | +3.6% | +15.6% | +15.9% |
| 6M | +14.4% | +13.7% | +0.7% | +3.6% |
| YTD | +45.9% | +12.9% | +33.0% | +32.8% |
| 1Y | +43.6% | +17.2% | +26.4% | +26.6% |
| 3Y | +75.9% | +75.6% | +0.3% | +8.5% |
| All | +75.9% | +75.8% | +0.1% | +8.5% |
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