-27.2%
NOW vs ITOT
+65.7%
-92.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.3% |
| 7D | -1.7% | +3.3% | -4.9% | -6.2% |
| 30D | -27.4% | -2.5% | -24.9% | -24.6% |
| 3M | -19.4% | -2.3% | -17.1% | -16.6% |
| 6M | +13.1% | +3.0% | +10.1% | +8.0% |
| YTD | -34.3% | +11.9% | -46.2% | -44.9% |
| 1Y | -41.8% | +12.0% | -53.8% | -51.3% |
| 3Y | -20.7% | +77.8% | -98.5% | -68.3% |
| 5Y | -27.2% | +65.0% | -92.2% | -63.5% |
| All | -27.2% | +65.7% | -92.9% | -63.5% |
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 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