+73.9%
PL vs ITOT
+85.6%
-11.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.3% |
| 7D | -13.9% | -0.4% | -13.5% | -13.4% |
| 30D | -25.5% | -1.6% | -23.9% | -23.2% |
| 3M | -44.8% | +3.5% | -48.3% | -47.9% |
| 6M | -33.3% | +13.1% | -46.4% | -45.3% |
| YTD | -12.7% | +12.7% | -25.4% | -27.7% |
| 1Y | +90.9% | +18.3% | +72.6% | +47.0% |
| 3Y | +528.5% | +76.4% | +452.1% | +177.7% |
| 5Y | +72.7% | +73.8% | -1.0% | -15.6% |
| All | +73.9% | +85.6% | -11.7% | -15.3% |
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 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