+13,245.4%
GOOG vs ITOT
+919.5%
+12,325.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +1.3% |
| 7D | -2.5% | -2.0% | -0.5% | -0.4% |
| 30D | -3.6% | -2.0% | -1.7% | -1.7% |
| 3M | -6.4% | +4.5% | -11.0% | -10.4% |
| 6M | +7.8% | +12.6% | -4.9% | -4.1% |
| YTD | +5.5% | +12.0% | -6.5% | -5.7% |
| 1Y | +38.3% | +17.3% | +21.0% | +18.1% |
| 3Y | +143.1% | +75.2% | +67.8% | +38.8% |
| 5Y | +135.0% | +74.0% | +61.0% | +37.8% |
| 10Y | +778.1% | +298.6% | +479.5% | +136.5% |
| All | +13,245.4% | +919.5% | +12,325.9% | +1,446.1% |
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 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