+32.1%
ES vs ITOT
+77.4%
-45.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +1.4% | +0.7% | +0.8% | +1.2% |
| 30D | -1.2% | -1.1% | -0.1% | -0.8% |
| 3M | +5.0% | +3.9% | +1.1% | +3.6% |
| 6M | -2.8% | +14.7% | -17.6% | -7.4% |
| YTD | +8.6% | +13.3% | -4.8% | +3.7% |
| 1Y | +18.9% | +19.1% | -0.2% | +11.4% |
| 3Y | +32.1% | +77.3% | -45.2% | -10.3% |
| All | +32.1% | +77.4% | -45.3% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling