+790.7%
FIX vs ITOT
+77.4%
+713.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +3.5% |
| 7D | +6.1% | +0.7% | +5.4% | +4.6% |
| 30D | -2.7% | -1.1% | -1.6% | -0.6% |
| 3M | -10.9% | +3.9% | -14.8% | -16.7% |
| 6M | +29.0% | +14.7% | +14.3% | +0.6% |
| YTD | +76.9% | +13.3% | +63.6% | +41.6% |
| 1Y | +130.7% | +19.1% | +111.6% | +70.8% |
| 3Y | +790.7% | +77.3% | +713.3% | +293.4% |
| All | +790.7% | +77.4% | +713.2% | +293.4% |
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 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