+663.7%
ITOT vs VYM
+488.1%
+175.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.2% |
| 7D | -0.9% | -0.8% | -0.1% | -0.1% |
| 30D | -1.5% | -2.2% | +0.8% | +0.8% |
| 3M | +3.6% | +3.1% | +0.5% | +0.4% |
| 6M | +13.7% | +9.7% | +4.0% | +3.5% |
| YTD | +12.9% | +14.9% | -2.0% | -1.9% |
| 1Y | +17.2% | +17.6% | -0.4% | -0.6% |
| 3Y | +75.6% | +65.3% | +10.3% | +5.7% |
| 5Y | +75.5% | +78.7% | -3.2% | -1.6% |
| 10Y | +302.0% | +208.2% | +93.7% | +29.5% |
| All | +663.7% | +488.1% | +175.6% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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