+113.4%
M vs ITOT
+75.4%
+38.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.5% |
| 7D | -4.1% | -0.4% | -3.7% | -3.6% |
| 30D | -13.6% | -1.6% | -12.0% | -11.7% |
| 3M | -2.3% | +3.5% | -5.8% | -6.9% |
| 6M | +21.9% | +13.1% | +8.8% | +2.8% |
| YTD | -0.6% | +12.7% | -13.3% | -15.8% |
| 1Y | +29.7% | +18.3% | +11.4% | +2.9% |
| All | +113.4% | +75.4% | +38.0% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling