+223.3%
TER vs ITOT
+73.0%
+150.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +4.1% |
| 7D | +12.4% | -0.4% | +12.7% | +12.9% |
| 30D | +5.1% | -1.6% | +6.7% | +8.3% |
| 3M | +4.0% | +3.5% | +0.4% | -1.0% |
| 6M | +29.5% | +13.1% | +16.4% | +7.1% |
| YTD | +98.5% | +12.7% | +85.7% | +66.6% |
| 1Y | +234.1% | +18.3% | +215.8% | +161.0% |
| 3Y | +289.0% | +76.4% | +212.6% | +63.3% |
| All | +223.3% | +73.0% | +150.3% | +46.6% |
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 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