+4.0%
NDAQ vs ITOT
+20.8%
-16.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.7% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +2.5% | 0.0% | +2.4% | +2.4% |
| 3M | +9.9% | +2.0% | +8.0% | +8.6% |
| 6M | +9.4% | +13.0% | -3.6% | +0.2% |
| YTD | +0.4% | +14.0% | -13.5% | -8.1% |
| 1Y | +4.0% | +19.9% | -15.9% | -8.2% |
| All | +4.0% | +20.8% | -16.8% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling