+530.1%
DIS vs ITOT
+878.9%
-348.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | +0.9% | +3.3% | -2.4% | -2.5% |
| 30D | +8.9% | -2.5% | +11.3% | +11.4% |
| 3M | +14.5% | -2.3% | +16.9% | +16.9% |
| 6M | +12.2% | +3.0% | +9.2% | +8.0% |
| YTD | +4.7% | +11.9% | -7.2% | -7.6% |
| 1Y | +2.8% | +12.0% | -9.2% | -9.3% |
| 3Y | +38.1% | +77.8% | -39.6% | -25.3% |
| 5Y | -23.6% | +65.0% | -88.6% | -55.1% |
| 10Y | +31.4% | +290.1% | -258.7% | -68.9% |
| All | +530.1% | +878.9% | -348.8% | -48.1% |
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 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