+22.7%
DIS vs ITOT
+300.1%
-277.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.2% |
| 7D | -1.3% | -2.0% | +0.8% | +0.8% |
| 30D | +2.2% | -2.0% | +4.2% | +4.2% |
| 3M | +8.1% | +4.5% | +3.6% | +3.2% |
| 6M | +5.2% | +12.6% | -7.4% | -6.9% |
| YTD | -6.3% | +12.0% | -18.3% | -16.7% |
| 1Y | -7.3% | +17.3% | -24.5% | -21.4% |
| 3Y | +33.8% | +75.2% | -41.5% | -25.0% |
| 5Y | -40.7% | +74.0% | -114.7% | -66.3% |
| All | +22.7% | +300.1% | -277.4% | -65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling