+7.3%
PL vs ITOT
+12.4%
-5.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.5% | +12.0% | +7.8% |
| 7D | +10.9% | +0.2% | +10.7% | +10.5% |
| 30D | -16.4% | -3.0% | -13.3% | -8.4% |
| 3M | -39.9% | -2.7% | -37.2% | -34.5% |
| 6M | -63.2% | +2.6% | -65.8% | -63.3% |
| YTD | -27.1% | +11.5% | -38.6% | -35.1% |
| All | +7.3% | +12.4% | -5.1% | -5.3% |
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