+82.3%
PL vs ITOT
+73.8%
+8.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -0.7% |
| 7D | -9.3% | +0.1% | -9.4% | -9.6% |
| 30D | -18.9% | 0.0% | -18.9% | -18.9% |
| 3M | -58.4% | +2.0% | -60.3% | -59.0% |
| 6M | -30.3% | +13.0% | -43.4% | -43.1% |
| YTD | -8.1% | +14.0% | -22.1% | -25.9% |
| 1Y | +180.5% | +19.9% | +160.6% | +109.0% |
| 3Y | +444.1% | +75.8% | +368.3% | +133.0% |
| All | +82.3% | +73.8% | +8.4% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling