+1,381.0%
NET vs ITOT
+171.9%
+1,209.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -5.0% |
| 7D | -16.4% | -0.7% | -15.7% | -15.3% |
| 30D | -25.8% | -1.1% | -24.8% | -24.3% |
| 3M | -11.5% | -0.8% | -10.7% | -9.8% |
| 6M | +18.9% | +7.0% | +11.9% | +7.9% |
| YTD | +35.2% | +13.3% | +21.9% | +12.2% |
| 1Y | +14.5% | +14.8% | -0.4% | -6.7% |
| 3Y | +313.8% | +81.8% | +232.0% | +73.8% |
| 5Y | +32.6% | +67.4% | -34.8% | -33.5% |
| All | +1,381.0% | +171.9% | +1,209.1% | +441.5% |
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