+485.4%
P vs ITOT
+343.4%
+142.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.9% |
| 7D | +6.5% | +0.1% | +6.4% | +6.4% |
| 30D | +18.8% | 0.0% | +18.8% | +18.8% |
| 3M | +26.7% | +2.0% | +24.8% | +24.4% |
| 6M | +62.2% | +13.0% | +49.1% | +36.7% |
| YTD | +48.5% | +14.0% | +34.5% | +24.9% |
| 1Y | +26.4% | +19.9% | +6.5% | -0.8% |
| 3Y | +159.4% | +75.8% | +83.6% | +25.3% |
| 5Y | +275.8% | +73.8% | +201.9% | +87.1% |
| 10Y | +732.0% | +295.9% | +436.1% | +54.4% |
| All | +485.4% | +343.4% | +142.0% | +1.6% |
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 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