-42.9%
TECH vs ITOT
+71.8%
-114.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.5% |
| 7D | -0.5% | -2.0% | +1.5% | +1.9% |
| 30D | 0.0% | -2.0% | +2.0% | +2.3% |
| 3M | +37.4% | +4.5% | +32.9% | +30.2% |
| 6M | +36.9% | +12.6% | +24.2% | +18.2% |
| YTD | +23.1% | +12.0% | +11.1% | +7.3% |
| 1Y | +42.2% | +17.3% | +25.0% | +17.5% |
| 3Y | +1.9% | +75.2% | -73.3% | -47.2% |
| 5Y | -42.9% | +74.0% | -116.9% | -70.0% |
| All | -42.9% | +71.8% | -114.8% | -70.0% |
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