+676.6%
ES vs ITOT
+896.7%
-220.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -2.0% | 0.0% | -2.0% | -2.0% |
| 3M | +1.7% | +2.0% | -0.3% | +0.2% |
| 6M | -3.5% | +13.0% | -16.6% | -10.7% |
| YTD | +7.9% | +14.0% | -6.1% | -0.7% |
| 1Y | +17.2% | +19.9% | -2.7% | +4.4% |
| 3Y | +29.3% | +75.8% | -46.5% | -10.0% |
| 5Y | -5.7% | +73.8% | -79.6% | -35.2% |
| 10Y | +85.2% | +295.9% | -210.7% | -26.4% |
| All | +676.6% | +896.7% | -220.1% | +60.4% |
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 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