+1.8%
ES vs ITOT
+12.1%
-10.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +2.7% | +2.5% | +0.2% | +2.8% |
| 30D | +7.6% | -1.7% | +9.3% | +7.5% |
| 3M | +0.5% | -3.4% | +3.8% | +0.5% |
| 6M | +7.6% | +2.1% | +5.5% | +7.3% |
| YTD | +10.2% | +11.5% | -1.3% | +7.4% |
| 1Y | +1.8% | +13.6% | -11.8% | -1.4% |
| All | +1.8% | +12.1% | -10.3% | -1.4% |
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