+1,968.1%
RSG vs ITOT
+879.4%
+1,088.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -1.8% | -2.0% | +0.2% | -0.4% |
| 30D | +2.8% | -2.0% | +4.7% | +4.2% |
| 3M | +4.3% | +4.5% | -0.3% | +0.7% |
| 6M | -0.5% | +12.6% | -13.2% | -9.3% |
| YTD | +5.2% | +12.0% | -6.8% | -3.8% |
| 1Y | -2.1% | +17.3% | -19.4% | -13.7% |
| 3Y | +56.5% | +75.2% | -18.7% | +1.0% |
| 5Y | +89.5% | +74.0% | +15.5% | +20.4% |
| 10Y | +424.8% | +298.6% | +126.2% | +71.2% |
| All | +1,968.1% | +879.4% | +1,088.6% | +217.0% |
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