+68.3%
T vs ITOT
+71.8%
-3.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -2.4% | -2.0% | -0.4% | -1.9% |
| 30D | +4.3% | -2.0% | +6.2% | +4.8% |
| 3M | +11.6% | +4.5% | +7.0% | +10.2% |
| 6M | -5.6% | +12.6% | -18.2% | -8.7% |
| YTD | +6.6% | +12.0% | -5.4% | +3.0% |
| 1Y | -8.4% | +17.3% | -25.6% | -12.8% |
| 3Y | +107.8% | +75.2% | +32.6% | +66.4% |
| 5Y | +68.3% | +74.0% | -5.7% | +27.1% |
| All | +68.3% | +71.8% | -3.5% | +27.1% |
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