+102.9%
T vs ITOT
+75.4%
+27.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.8% |
| 7D | -3.1% | -0.4% | -2.7% | -3.1% |
| 30D | +4.6% | -1.6% | +6.1% | +4.6% |
| 3M | +12.2% | +3.5% | +8.7% | +12.3% |
| 6M | -6.5% | +13.1% | -19.6% | -6.6% |
| YTD | +4.9% | +12.7% | -7.8% | +4.7% |
| 1Y | -10.5% | +18.3% | -28.8% | -11.0% |
| All | +102.9% | +75.4% | +27.5% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling