+895.5%
ITOT vs DTE
+861.6%
+33.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.5% |
| 7D | -0.9% | -2.6% | +1.7% | +0.4% |
| 30D | -1.5% | -4.4% | +2.9% | +0.7% |
| 3M | +3.6% | -8.3% | +11.9% | +7.8% |
| 6M | +13.7% | -8.1% | +21.8% | +17.8% |
| YTD | +12.9% | +4.4% | +8.5% | +9.3% |
| 1Y | +17.2% | +0.2% | +17.0% | +15.7% |
| 3Y | +75.6% | +42.6% | +33.0% | +41.0% |
| 5Y | +75.5% | +31.5% | +44.0% | +45.1% |
| 10Y | +302.0% | +138.2% | +163.7% | +121.8% |
| All | +895.5% | +861.6% | +33.9% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling