-1.4%
LOW vs ITOT
+14.7%
-16.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.5% | +6.0% | +6.5% |
| 7D | +15.6% | -0.7% | +16.3% | +16.0% |
| 30D | +28.6% | -1.1% | +29.7% | +29.4% |
| 3M | +5.8% | -0.8% | +6.7% | +6.3% |
| 6M | +3.8% | +7.0% | -3.2% | -2.2% |
| YTD | -2.8% | +13.3% | -16.1% | -13.4% |
| 1Y | -1.4% | +14.8% | -16.2% | -12.8% |
| All | -1.4% | +14.7% | -16.1% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling