-10.9%
M vs ITOT
+300.1%
-311.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.0% | -3.8% |
| 7D | -8.8% | -2.0% | -6.7% | -6.0% |
| 30D | -16.4% | -2.0% | -14.4% | -14.0% |
| 3M | -10.8% | +4.5% | -15.4% | -16.2% |
| 6M | +16.1% | +12.6% | +3.5% | -2.2% |
| YTD | -5.3% | +12.0% | -17.3% | -19.5% |
| 1Y | +24.9% | +17.3% | +7.6% | -0.4% |
| 3Y | +97.5% | +75.2% | +22.3% | -9.9% |
| 5Y | +20.4% | +74.0% | -53.6% | -42.0% |
| All | -10.9% | +300.1% | -311.0% | -84.0% |
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