+50.3%
NDAQ vs ITOT
+71.8%
-21.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.8% |
| 7D | -6.8% | -2.0% | -4.7% | -5.2% |
| 30D | -3.2% | -2.0% | -1.2% | -1.6% |
| 3M | +6.5% | +4.5% | +1.9% | +2.5% |
| 6M | +5.7% | +12.6% | -6.9% | -4.6% |
| YTD | -4.6% | +12.0% | -16.6% | -13.5% |
| 1Y | -1.6% | +17.3% | -18.8% | -14.2% |
| 3Y | +86.4% | +75.2% | +11.2% | +15.1% |
| 5Y | +50.3% | +74.0% | -23.7% | -6.8% |
| All | +50.3% | +71.8% | -21.5% | -6.8% |
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