+1,302.9%
TER vs ITOT
+896.7%
+406.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +6.0% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -8.3% | 0.0% | -8.3% | -8.3% |
| 3M | -12.2% | +2.0% | -14.2% | -13.1% |
| 6M | +17.1% | +13.0% | +4.0% | +0.8% |
| YTD | +84.7% | +14.0% | +70.7% | +57.9% |
| 1Y | +199.9% | +19.9% | +180.0% | +140.4% |
| 3Y | +232.8% | +75.8% | +156.9% | +59.8% |
| 5Y | +198.6% | +73.8% | +124.7% | +52.4% |
| 10Y | +1,669.7% | +295.9% | +1,373.8% | +189.8% |
| All | +1,302.9% | +896.7% | +406.2% | -41.5% |
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