+9.3%
ITOT vs DTE
+4.1%
+5.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.4% | -4.3% |
| 7D | -4.8% | +0.3% | -5.0% | -4.7% |
| 30D | -5.9% | +5.2% | -11.1% | -5.8% |
| 3M | -4.9% | -2.5% | -2.4% | -4.9% |
| 6M | +1.4% | -4.4% | +5.8% | +1.3% |
| YTD | +8.4% | +7.2% | +1.2% | +6.8% |
| 1Y | +9.3% | +4.1% | +5.2% | +8.6% |
| All | +9.3% | +4.1% | +5.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling