-74.2%
OPEN vs ITOT
+161.8%
-236.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -2.6% |
| 7D | -11.4% | -0.9% | -10.5% | -9.2% |
| 30D | -20.1% | -1.5% | -18.6% | -16.5% |
| 3M | -37.6% | +3.6% | -41.1% | -42.1% |
| 6M | -47.1% | +13.7% | -60.8% | -61.5% |
| YTD | -52.1% | +12.9% | -65.1% | -64.3% |
| 1Y | -73.5% | +17.2% | -90.7% | -81.6% |
| 3Y | -24.4% | +75.6% | -100.0% | -81.1% |
| 5Y | -85.1% | +75.5% | -160.6% | -95.5% |
| All | -74.2% | +161.8% | -236.0% | -95.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling