+110.9%
DT vs ITOT
+174.7%
-63.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.4% |
| 7D | -4.9% | +0.7% | -5.5% | -5.6% |
| 30D | +2.7% | -1.1% | +3.8% | +4.2% |
| 3M | +20.0% | +3.9% | +16.1% | +14.3% |
| 6M | +28.0% | +14.7% | +13.3% | +7.3% |
| YTD | +16.0% | +13.3% | +2.7% | -1.2% |
| 1Y | +0.7% | +19.1% | -18.4% | -19.6% |
| 3Y | +6.2% | +77.3% | -71.2% | -49.5% |
| 5Y | -28.1% | +74.1% | -102.2% | -63.7% |
| All | +110.9% | +174.7% | -63.9% | -34.9% |
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