+84.4%
PL vs ITOT
+19.2%
+65.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -0.3% |
| 7D | -7.5% | +0.7% | -8.2% | -9.3% |
| 30D | -25.6% | -1.1% | -24.5% | -23.4% |
| 3M | -45.6% | +3.9% | -49.5% | -50.5% |
| 6M | -29.5% | +14.7% | -44.3% | -44.4% |
| YTD | -9.7% | +13.3% | -23.0% | -26.6% |
| 1Y | +84.4% | +19.1% | +65.2% | +40.3% |
| All | +84.4% | +19.2% | +65.2% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling