+213.6%
RF vs ITOT
+287.5%
-73.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | +1.9% | +2.5% | -0.5% | -1.2% |
| 30D | +7.3% | -1.7% | +9.0% | +9.3% |
| 3M | -7.9% | -3.4% | -4.6% | -4.3% |
| 6M | +10.5% | +2.1% | +8.4% | +6.7% |
| YTD | +9.6% | +11.5% | -1.8% | -5.6% |
| 1Y | +20.3% | +13.6% | +6.7% | +1.1% |
| 3Y | +119.5% | +77.2% | +42.3% | +3.4% |
| 5Y | +48.2% | +64.4% | -16.2% | -22.5% |
| All | +213.6% | +287.5% | -73.9% | -50.7% |
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