+680.1%
ES vs ITOT
+883.6%
-203.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.6% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | +6.7% | -2.0% | +8.8% | +7.7% |
| 3M | +0.3% | -1.5% | +1.9% | +0.9% |
| 6M | +7.4% | +3.3% | +4.1% | +4.7% |
| YTD | +8.4% | +12.5% | -4.1% | +0.2% |
| 1Y | +0.6% | +12.6% | -12.0% | -7.1% |
| 3Y | +50.6% | +78.6% | -28.0% | +3.4% |
| 5Y | +4.8% | +67.0% | -62.2% | -26.2% |
| 10Y | +93.1% | +292.0% | -198.9% | -23.1% |
| All | +680.1% | +883.6% | -203.5% | +61.9% |
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