-54.3%
S vs ITOT
+80.9%
-135.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +1.0% |
| 7D | -1.2% | -0.4% | -0.9% | -0.6% |
| 30D | -12.6% | -1.6% | -11.0% | -9.8% |
| 3M | +27.6% | +3.5% | +24.0% | +19.7% |
| 6M | +35.5% | +13.1% | +22.3% | +7.2% |
| YTD | +29.6% | +12.7% | +16.9% | +3.2% |
| 1Y | +8.1% | +18.3% | -10.2% | -21.5% |
| 3Y | +14.8% | +76.4% | -61.6% | -62.3% |
| 5Y | -70.6% | +73.8% | -144.3% | -88.3% |
| All | -54.3% | +80.9% | -135.2% | -81.8% |
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