+17.2%
O vs ITOT
+71.8%
-54.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -3.5% | -2.0% | -1.5% | -2.7% |
| 30D | -3.3% | -2.0% | -1.4% | -2.6% |
| 3M | -2.8% | +4.5% | -7.4% | -4.7% |
| 6M | -5.8% | +12.6% | -18.4% | -10.5% |
| YTD | +9.4% | +12.0% | -2.6% | +4.0% |
| 1Y | +5.7% | +17.3% | -11.6% | -1.7% |
| 3Y | +27.2% | +75.2% | -48.0% | -5.3% |
| 5Y | +17.2% | +74.0% | -56.8% | -13.0% |
| All | +17.2% | +71.8% | -54.6% | -13.0% |
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