+20.5%
M vs ITOT
+73.3%
-52.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.4% |
| 7D | -4.1% | -0.4% | -3.7% | -3.5% |
| 30D | -13.6% | -1.6% | -12.0% | -11.5% |
| 3M | -2.3% | +3.5% | -5.8% | -7.5% |
| 6M | +21.9% | +13.1% | +8.8% | +0.5% |
| YTD | -0.6% | +12.7% | -13.3% | -17.6% |
| 1Y | +29.7% | +18.3% | +11.4% | 0.0% |
| 3Y | +107.3% | +76.4% | +30.9% | -15.3% |
| 5Y | +20.5% | +73.8% | -53.3% | -44.4% |
| All | +20.5% | +73.3% | -52.9% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling