-53.5%
S vs ITOT
+81.3%
-134.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.9% |
| 7D | -0.7% | -0.9% | +0.3% | +1.0% |
| 30D | -11.4% | -1.5% | -10.0% | -8.9% |
| 3M | +33.8% | +3.6% | +30.2% | +25.5% |
| 6M | +39.5% | +13.7% | +25.8% | +9.3% |
| YTD | +31.7% | +12.9% | +18.7% | +4.5% |
| 1Y | +7.0% | +17.2% | -10.2% | -20.9% |
| 3Y | +11.8% | +75.6% | -63.9% | -63.0% |
| 5Y | -69.0% | +75.5% | -144.5% | -87.8% |
| All | -53.5% | +81.3% | -134.8% | -81.6% |
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