+2.6%
NOW vs ITOT
+73.9%
-71.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.2% |
| 7D | -6.1% | +0.7% | -6.7% | -6.9% |
| 30D | +7.5% | -1.1% | +8.6% | +9.4% |
| 3M | +17.5% | +3.9% | +13.7% | +10.8% |
| 6M | +7.9% | +14.7% | -6.8% | -12.4% |
| YTD | -12.4% | +13.3% | -25.7% | -27.8% |
| 1Y | -28.6% | +19.1% | -47.7% | -45.6% |
| 3Y | +11.8% | +77.3% | -65.5% | -54.8% |
| 5Y | +2.6% | +74.1% | -71.4% | -53.8% |
| All | +2.6% | +73.9% | -71.2% | -53.8% |
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