+13,193.3%
GOOGL vs ITOT
+926.2%
+12,267.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.7% |
| 7D | -1.9% | -0.4% | -1.5% | -1.5% |
| 30D | -7.5% | -1.6% | -5.9% | -5.9% |
| 3M | -9.2% | +3.5% | -12.7% | -12.2% |
| 6M | +8.1% | +13.1% | -5.1% | -4.3% |
| YTD | +5.8% | +12.7% | -6.9% | -6.0% |
| 1Y | +38.3% | +18.3% | +20.0% | +17.2% |
| 3Y | +144.8% | +76.4% | +68.4% | +38.8% |
| 5Y | +132.5% | +73.8% | +58.8% | +36.5% |
| 10Y | +746.7% | +301.2% | +445.5% | +126.7% |
| All | +13,193.3% | +926.2% | +12,267.1% | +1,430.6% |
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