-42.2%
DIS vs ITOT
+73.3%
-115.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -3.5% | -0.4% | -3.2% | -3.2% |
| 30D | +1.0% | -1.6% | +2.5% | +2.6% |
| 3M | +5.7% | +3.5% | +2.1% | +1.7% |
| 6M | +3.3% | +13.1% | -9.9% | -9.4% |
| YTD | -7.7% | +12.7% | -20.4% | -18.8% |
| 1Y | -10.0% | +18.3% | -28.3% | -24.7% |
| 3Y | +31.7% | +76.4% | -44.7% | -29.3% |
| 5Y | -42.2% | +73.8% | -116.0% | -69.3% |
| All | -42.2% | +73.3% | -115.5% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling