-35.7%
U vs ITOT
+138.9%
-174.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +2.5% |
| 7D | +5.5% | -0.9% | +6.4% | +7.8% |
| 30D | -1.3% | -1.5% | +0.2% | +2.1% |
| 3M | +64.6% | +3.6% | +61.0% | +51.7% |
| 6M | +119.4% | +13.7% | +105.7% | +61.4% |
| YTD | -0.5% | +12.9% | -13.4% | -24.6% |
| 1Y | +1.3% | +17.2% | -15.9% | -28.7% |
| 3Y | +15.6% | +75.6% | -60.0% | -68.7% |
| 5Y | -67.5% | +75.5% | -142.9% | -89.7% |
| All | -35.7% | +138.9% | -174.6% | -87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling