+95.7%
ES vs ITOT
+289.0%
-193.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.1% |
| 7D | -1.1% | +3.3% | -4.4% | -2.8% |
| 30D | +8.2% | -2.5% | +10.7% | +9.4% |
| 3M | +0.6% | -2.3% | +2.9% | +1.6% |
| 6M | +6.0% | +3.0% | +2.9% | +3.7% |
| YTD | +9.3% | +11.9% | -2.6% | +2.0% |
| 1Y | +1.1% | +12.0% | -10.9% | -5.8% |
| 3Y | +51.9% | +77.8% | -25.9% | +6.6% |
| 5Y | +6.5% | +65.0% | -58.6% | -22.9% |
| All | +95.7% | +289.0% | -193.3% | -19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling