+291.1%
P vs ITOT
+73.9%
+217.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.5% |
| 7D | +7.8% | +0.7% | +7.2% | +6.8% |
| 30D | +12.3% | -1.1% | +13.4% | +14.3% |
| 3M | +37.1% | +3.9% | +33.2% | +30.1% |
| 6M | +66.1% | +14.7% | +51.3% | +35.4% |
| YTD | +50.9% | +13.3% | +37.6% | +26.7% |
| 1Y | +27.2% | +19.1% | +8.1% | -0.5% |
| 3Y | +158.7% | +77.3% | +81.3% | +24.3% |
| 5Y | +291.1% | +74.1% | +217.0% | +104.8% |
| All | +291.1% | +73.9% | +217.3% | +104.8% |
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