+227.5%
LOW vs ITOT
+303.4%
-75.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.7% |
| 7D | -3.7% | -0.9% | -2.8% | -2.8% |
| 30D | -8.9% | -1.5% | -7.4% | -7.5% |
| 3M | -10.4% | +3.6% | -14.0% | -13.6% |
| 6M | -19.4% | +13.7% | -33.1% | -29.4% |
| YTD | -17.1% | +12.9% | -30.0% | -27.0% |
| 1Y | -26.3% | +17.2% | -43.4% | -37.7% |
| 3Y | -9.9% | +75.6% | -85.5% | -51.1% |
| 5Y | +6.1% | +75.5% | -69.4% | -42.6% |
| All | +227.5% | +303.4% | -75.9% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling