-68.9%
S vs ITOT
+71.8%
-140.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +3.1% |
| 7D | +0.1% | -2.0% | +2.1% | +3.9% |
| 30D | -11.8% | -2.0% | -9.8% | -8.4% |
| 3M | +33.9% | +4.5% | +29.4% | +23.3% |
| 6M | +40.1% | +12.6% | +27.5% | +11.6% |
| YTD | +32.1% | +12.0% | +20.1% | +6.3% |
| 1Y | +11.0% | +17.3% | -6.2% | -18.2% |
| 3Y | +16.9% | +75.2% | -58.3% | -61.6% |
| 5Y | -68.9% | +74.0% | -142.9% | -87.7% |
| All | -68.9% | +71.8% | -140.8% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling