+378.1%
PSX vs ITOT
+303.4%
+74.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | -0.5% |
| 7D | +1.7% | -0.9% | +2.6% | +2.6% |
| 30D | +15.6% | -1.5% | +17.1% | +17.2% |
| 3M | +46.5% | +3.6% | +42.9% | +40.7% |
| 6M | +55.0% | +13.7% | +41.3% | +34.1% |
| YTD | +105.3% | +12.9% | +92.4% | +78.4% |
| 1Y | +101.6% | +17.2% | +84.4% | +68.1% |
| 3Y | +134.1% | +75.6% | +58.5% | +27.3% |
| 5Y | +368.7% | +75.5% | +293.2% | +148.4% |
| All | +378.1% | +303.4% | +74.7% | +1.9% |
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