+254.0%
DELL vs ITOT
+12.5%
+241.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -3.9% |
| 7D | -1.9% | -2.0% | +0.1% | +2.9% |
| 30D | +14.9% | -2.0% | +16.8% | +20.6% |
| 3M | +37.2% | +4.5% | +32.7% | +27.4% |
| 6M | +254.0% | +12.6% | +241.3% | +216.4% |
| All | +254.0% | +12.5% | +241.5% | +216.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling