-85.1%
OPEN vs ITOT
+71.8%
-156.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.0% | -4.8% |
| 7D | -10.5% | -2.0% | -8.5% | -5.1% |
| 30D | -21.8% | -2.0% | -19.8% | -16.9% |
| 3M | -37.5% | +4.5% | -42.0% | -43.9% |
| 6M | -44.1% | +12.6% | -56.8% | -59.2% |
| YTD | -52.0% | +12.0% | -64.0% | -64.1% |
| 1Y | -52.2% | +17.3% | -69.5% | -67.5% |
| 3Y | -25.9% | +75.2% | -101.2% | -84.0% |
| 5Y | -85.1% | +74.0% | -159.1% | -95.8% |
| All | -85.1% | +71.8% | -156.9% | -95.8% |
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