+57.8%
T vs ITOT
+63.9%
-6.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.5% | +2.5% | +0.1% | +2.0% |
| 30D | -3.8% | -1.7% | -2.1% | -3.5% |
| 3M | -8.7% | -3.4% | -5.4% | -8.1% |
| 6M | -8.1% | +2.1% | -10.2% | -8.8% |
| YTD | -6.4% | +11.5% | -17.9% | -9.5% |
| 1Y | -9.8% | +13.6% | -23.4% | -13.2% |
| 3Y | +65.5% | +77.2% | -11.7% | +32.1% |
| All | +57.8% | +63.9% | -6.1% | +22.2% |
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