+499.9%
P vs ITOT
+332.0%
+167.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.2% |
| 7D | -13.3% | -0.5% | -12.8% | -11.9% |
| 30D | -34.0% | -3.4% | -30.6% | -29.3% |
| 3M | +4.1% | -3.1% | +7.1% | +11.1% |
| 6M | +30.5% | +2.2% | +28.3% | +30.2% |
| YTD | +52.2% | +11.0% | +41.2% | +35.7% |
| 1Y | +10.3% | +11.4% | -1.1% | -2.0% |
| 3Y | +180.9% | +76.4% | +104.5% | +38.0% |
| 5Y | +259.7% | +65.1% | +194.6% | +96.7% |
| 10Y | +652.6% | +287.4% | +365.3% | +47.5% |
| All | +499.9% | +332.0% | +167.9% | +10.3% |
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