+158.7%
P vs ITOT
+77.4%
+81.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.7% |
| 7D | +7.8% | +0.7% | +7.2% | +6.5% |
| 30D | +12.3% | -1.1% | +13.4% | +14.7% |
| 3M | +37.1% | +3.9% | +33.2% | +28.2% |
| 6M | +66.1% | +14.7% | +51.3% | +28.2% |
| YTD | +50.9% | +13.3% | +37.6% | +20.8% |
| 1Y | +27.2% | +19.1% | +8.1% | -7.0% |
| 3Y | +158.7% | +77.3% | +81.3% | +5.1% |
| All | +158.7% | +77.4% | +81.2% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling