-57.7%
DOCS vs ITOT
+64.4%
-122.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.8% |
| 7D | -0.6% | -0.5% | 0.0% | +0.2% |
| 30D | +6.3% | -3.4% | +9.7% | +11.8% |
| 3M | +26.5% | -3.1% | +29.6% | +32.3% |
| 6M | +24.8% | +2.2% | +22.6% | +19.9% |
| YTD | -26.8% | +11.0% | -37.8% | -38.4% |
| 1Y | -38.3% | +11.4% | -49.7% | -48.4% |
| 3Y | +36.0% | +76.4% | -40.3% | -46.6% |
| All | -57.7% | +64.4% | -122.1% | -79.8% |
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