+693.3%
ES vs ITOT
+875.1%
-181.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +2.7% | +2.5% | +0.2% | +1.2% |
| 30D | +7.6% | -1.7% | +9.3% | +8.4% |
| 3M | +0.5% | -3.4% | +3.8% | +2.2% |
| 6M | +7.6% | +2.1% | +5.5% | +5.7% |
| YTD | +10.2% | +11.5% | -1.3% | +2.4% |
| 1Y | +1.8% | +13.6% | -11.8% | -6.5% |
| 3Y | +55.4% | +77.2% | -21.8% | +7.1% |
| 5Y | +7.3% | +64.4% | -57.1% | -23.7% |
| 10Y | +96.4% | +288.6% | -192.2% | -21.4% |
| All | +693.3% | +875.1% | -181.8% | +65.4% |
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