+514.2%
T vs ITOT
+891.2%
-377.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | +0.1% |
| 7D | -1.5% | +0.7% | -2.2% | -2.0% |
| 30D | +7.6% | -1.1% | +8.7% | +8.4% |
| 3M | +15.3% | +3.9% | +11.4% | +12.1% |
| 6M | -8.5% | +14.7% | -23.2% | -17.1% |
| YTD | +6.8% | +13.3% | -6.6% | -2.7% |
| 1Y | -7.2% | +19.1% | -26.4% | -18.5% |
| 3Y | +108.2% | +77.3% | +30.9% | +34.7% |
| 5Y | +66.1% | +74.1% | -8.0% | +6.5% |
| 10Y | +65.3% | +293.1% | -227.8% | -43.9% |
| All | +514.2% | +891.2% | -377.0% | -2.2% |
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 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