-5.7%
DT vs ITOT
+14.7%
-20.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -1.5% |
| 7D | -25.5% | -0.7% | -24.9% | -25.2% |
| 30D | -22.3% | -1.1% | -21.2% | -21.7% |
| 3M | +2.3% | -0.8% | +3.2% | +2.9% |
| 6M | +20.7% | +7.0% | +13.7% | +16.7% |
| YTD | +7.9% | +13.3% | -5.4% | +2.8% |
| 1Y | -5.7% | +14.8% | -20.6% | -11.2% |
| All | -5.7% | +14.7% | -20.4% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling