+535.3%
DIS vs ITOT
+871.0%
-335.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +4.4% | -0.5% | +4.9% | +4.8% |
| 30D | +10.3% | -3.4% | +13.8% | +14.1% |
| 3M | +15.5% | -3.1% | +18.6% | +18.8% |
| 6M | +11.2% | +2.2% | +9.0% | +7.9% |
| YTD | +5.6% | +11.0% | -5.4% | -6.0% |
| 1Y | +7.7% | +11.4% | -3.7% | -4.5% |
| 3Y | +39.3% | +76.4% | -37.1% | -24.1% |
| 5Y | -29.5% | +65.1% | -94.6% | -58.6% |
| 10Y | +36.3% | +287.4% | -251.1% | -67.5% |
| All | +535.3% | +871.0% | -335.7% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling