-54.2%
DOCS vs ITOT
+59.4%
-113.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.6% |
| 7D | -0.8% | -2.7% | +1.9% | +3.2% |
| 30D | +17.4% | -5.2% | +22.6% | +26.8% |
| 3M | +57.4% | -4.4% | +61.7% | +68.4% |
| 6M | +26.5% | +0.4% | +26.1% | +24.7% |
| YTD | -26.6% | +8.8% | -35.4% | -36.4% |
| 1Y | -48.1% | +11.0% | -59.1% | -56.5% |
| 3Y | +52.6% | +74.4% | -21.8% | -39.2% |
| All | -54.2% | +59.4% | -113.7% | -76.8% |
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