+649.0%
P vs ITOT
+289.0%
+360.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +4.1% |
| 7D | +17.8% | +3.3% | +14.5% | +12.2% |
| 30D | -29.9% | -2.5% | -27.4% | -26.0% |
| 3M | -1.2% | -2.3% | +1.2% | +4.5% |
| 6M | +32.1% | +3.0% | +29.1% | +30.1% |
| YTD | +64.3% | +11.9% | +52.4% | +44.3% |
| 1Y | +24.3% | +12.0% | +12.3% | +9.2% |
| 3Y | +203.2% | +77.8% | +125.4% | +45.0% |
| 5Y | +290.4% | +65.0% | +225.4% | +110.9% |
| All | +649.0% | +289.0% | +360.0% | +25.6% |
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