+45.2%
PL vs ITOT
+83.6%
-38.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.5% | +12.0% | +9.8% |
| 7D | +10.9% | +0.2% | +10.7% | +11.1% |
| 30D | -16.4% | -3.0% | -13.3% | -10.3% |
| 3M | -39.9% | -2.7% | -37.2% | -35.8% |
| 6M | -63.2% | +2.6% | -65.8% | -63.4% |
| YTD | -27.1% | +11.5% | -38.6% | -37.4% |
| 1Y | +12.2% | +13.5% | -1.3% | -6.1% |
| 3Y | +584.3% | +79.7% | +504.6% | +198.7% |
| 5Y | +37.0% | +64.2% | -27.2% | -30.5% |
| All | +45.2% | +83.6% | -38.4% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling