+84.0%
RF vs ITOT
+851.4%
-767.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -1.0% |
| 7D | -0.9% | -2.7% | +1.8% | +3.1% |
| 30D | +6.0% | -5.2% | +11.2% | +14.6% |
| 3M | -8.9% | -4.4% | -4.5% | -2.9% |
| 6M | +2.3% | +0.4% | +1.9% | +0.3% |
| YTD | +7.6% | +8.8% | -1.2% | -7.4% |
| 1Y | +21.2% | +11.0% | +10.1% | +0.9% |
| 3Y | +108.5% | +74.4% | +34.1% | -16.8% |
| 5Y | +43.2% | +60.0% | -16.8% | -35.7% |
| 10Y | +288.1% | +296.0% | -8.0% | -62.4% |
| All | +84.0% | +851.4% | -767.4% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling