+80.0%
ES vs ITOT
+300.1%
-220.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -1.7% |
| 7D | -3.5% | -2.0% | -1.4% | -2.4% |
| 30D | -3.0% | -2.0% | -1.1% | -2.0% |
| 3M | -0.3% | +4.5% | -4.8% | -2.8% |
| 6M | -5.2% | +12.6% | -17.8% | -11.4% |
| YTD | +4.8% | +12.0% | -7.2% | -2.0% |
| 1Y | +12.7% | +17.3% | -4.5% | +2.6% |
| 3Y | +27.5% | +75.2% | -47.7% | -9.4% |
| 5Y | -4.7% | +74.0% | -78.7% | -33.3% |
| All | +80.0% | +300.1% | -220.1% | -24.3% |
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