+97.8%
M vs ITOT
+875.1%
-777.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.1% |
| 7D | +7.0% | +2.5% | +4.5% | +3.6% |
| 30D | +8.9% | -1.7% | +10.6% | +11.6% |
| 3M | +4.5% | -3.4% | +7.8% | +9.7% |
| 6M | +36.2% | +2.1% | +34.1% | +32.3% |
| YTD | +15.1% | +11.5% | +3.6% | -1.3% |
| 1Y | +27.4% | +13.6% | +13.8% | +6.5% |
| 3Y | +160.1% | +77.2% | +82.9% | +19.1% |
| 5Y | -1.6% | +64.4% | -65.9% | -47.6% |
| 10Y | -7.7% | +288.6% | -296.3% | -84.2% |
| All | +97.8% | +875.1% | -777.3% | -89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling