+535.2%
P vs ITOT
+333.8%
+201.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.3% |
| 7D | +11.6% | +2.5% | +9.1% | +7.7% |
| 30D | -23.7% | -1.7% | -22.0% | -20.6% |
| 3M | -8.0% | -3.4% | -4.6% | -1.3% |
| 6M | +27.9% | +2.1% | +25.8% | +27.7% |
| YTD | +61.2% | +11.5% | +49.7% | +42.8% |
| 1Y | +28.6% | +13.6% | +15.0% | +11.0% |
| 3Y | +200.5% | +77.2% | +123.3% | +46.7% |
| 5Y | +282.9% | +64.4% | +218.6% | +110.7% |
| 10Y | +665.9% | +288.6% | +377.3% | +49.4% |
| All | +535.2% | +333.8% | +201.5% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling