+112.5%
NET vs ITOT
+73.8%
+38.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.3% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -4.8% | 0.0% | -4.8% | -4.3% |
| 3M | +3.8% | +2.0% | +1.9% | -0.2% |
| 6M | +50.0% | +13.0% | +37.0% | +12.8% |
| YTD | +41.5% | +14.0% | +27.5% | +4.7% |
| 1Y | +32.8% | +19.9% | +12.9% | -12.3% |
| 3Y | +335.9% | +75.8% | +260.1% | +9.7% |
| All | +112.5% | +73.8% | +38.6% | -34.2% |
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 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