+648.6%
P vs ITOT
+300.1%
+348.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.1% |
| 7D | -4.1% | -2.0% | -2.1% | -1.0% |
| 30D | -14.0% | -2.0% | -12.0% | -11.3% |
| 3M | +41.4% | +4.5% | +36.9% | +33.3% |
| 6M | +54.2% | +12.6% | +41.5% | +30.3% |
| YTD | +40.4% | +12.0% | +28.4% | +20.9% |
| 1Y | +16.0% | +17.3% | -1.3% | -6.3% |
| 3Y | +140.7% | +75.2% | +65.4% | +15.3% |
| 5Y | +256.3% | +74.0% | +182.3% | +74.9% |
| All | +648.6% | +300.1% | +348.5% | +23.8% |
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 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