+38.1%
F vs ITOT
+75.8%
-37.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.2% |
| 7D | -4.4% | -0.9% | -3.5% | -3.5% |
| 30D | +1.0% | -1.5% | +2.5% | +2.6% |
| 3M | -4.0% | +3.6% | -7.6% | -7.6% |
| 6M | +18.1% | +13.7% | +4.4% | +3.8% |
| YTD | +10.2% | +12.9% | -2.8% | -2.5% |
| 1Y | +24.3% | +17.2% | +7.1% | +6.1% |
| 3Y | +38.1% | +75.6% | -37.6% | -29.1% |
| All | +38.1% | +75.8% | -37.7% | -29.1% |
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