+97.7%
RF vs ITOT
+896.7%
-799.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -3.6% | 0.0% | -3.6% | -3.7% |
| 3M | +8.1% | +2.0% | +6.1% | +4.1% |
| 6M | +11.5% | +13.0% | -1.6% | -9.0% |
| YTD | +15.6% | +14.0% | +1.6% | -6.9% |
| 1Y | +15.7% | +19.9% | -4.2% | -14.3% |
| 3Y | +86.9% | +75.8% | +11.1% | -25.7% |
| 5Y | +89.8% | +73.8% | +16.0% | -25.1% |
| 10Y | +344.7% | +295.9% | +48.8% | -56.3% |
| All | +97.7% | +896.7% | -799.0% | -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