+43.7%
F vs ITOT
+73.3%
-29.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.3% |
| 7D | -4.9% | -0.4% | -4.5% | -4.4% |
| 30D | -2.9% | -1.6% | -1.3% | -0.9% |
| 3M | -9.1% | +3.5% | -12.6% | -13.0% |
| 6M | +12.9% | +13.1% | -0.2% | -2.8% |
| YTD | +6.1% | +12.7% | -6.7% | -8.3% |
| 1Y | +22.5% | +18.3% | +4.2% | -0.4% |
| 3Y | +32.1% | +76.4% | -44.3% | -37.8% |
| 5Y | +43.7% | +73.8% | -30.0% | -27.8% |
| All | +43.7% | +73.3% | -29.6% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling