-47.8%
S vs ITOT
+78.9%
-126.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.3% |
| 7D | +2.0% | +2.5% | -0.5% | -2.3% |
| 30D | -2.7% | -1.7% | -1.0% | +1.1% |
| 3M | -6.9% | -3.4% | -3.5% | -0.2% |
| 6M | +38.1% | +2.1% | +36.0% | +33.5% |
| YTD | +48.0% | +11.5% | +36.5% | +20.9% |
| 1Y | +34.5% | +13.6% | +20.8% | +5.9% |
| 3Y | +38.3% | +77.2% | -38.9% | -55.1% |
| 5Y | -70.9% | +64.4% | -135.3% | -87.1% |
| All | -47.8% | +78.9% | -126.7% | -78.7% |
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 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