+161.7%
M vs ITOT
+79.2%
+82.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -2.7% |
| 7D | -3.3% | -0.8% | -2.5% | -2.2% |
| 30D | +8.1% | -2.0% | +10.1% | +11.2% |
| 3M | +2.2% | -1.5% | +3.8% | +4.4% |
| 6M | +35.1% | +3.3% | +31.8% | +29.1% |
| YTD | +15.8% | +12.5% | +3.4% | -1.8% |
| 1Y | +25.8% | +12.6% | +13.2% | +6.5% |
| All | +161.7% | +79.2% | +82.5% | -9.6% |
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