-7.7%
DIS vs ITOT
+17.8%
-25.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.1% |
| 7D | +1.2% | -0.9% | +2.1% | +1.8% |
| 30D | +3.2% | -1.5% | +4.7% | +4.2% |
| 3M | +7.0% | +3.6% | +3.4% | +4.1% |
| 6M | +6.4% | +13.7% | -7.3% | -3.8% |
| YTD | -5.6% | +12.9% | -18.6% | -14.4% |
| 1Y | -7.7% | +17.2% | -24.9% | -16.4% |
| All | -7.7% | +17.8% | -25.5% | -16.4% |
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