+658.6%
ONTO vs ITOT
+171.6%
+487.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.2% |
| 30D | -2.9% | 0.0% | -2.9% | -2.7% |
| 3M | -2.5% | +2.0% | -4.4% | -3.5% |
| 6M | +28.2% | +13.0% | +15.2% | +7.5% |
| YTD | +69.8% | +14.0% | +55.8% | +41.1% |
| 1Y | +162.9% | +19.9% | +143.0% | +102.8% |
| 3Y | +95.9% | +75.8% | +20.1% | -11.4% |
| 5Y | +244.5% | +73.8% | +170.6% | +66.3% |
| All | +658.6% | +171.6% | +487.0% | +92.9% |
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