-68.9%
U vs ITOT
+71.8%
-140.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | +0.5% |
| 7D | 0.0% | -2.0% | +2.0% | +5.1% |
| 30D | -4.1% | -2.0% | -2.2% | +0.6% |
| 3M | +57.8% | +4.5% | +53.3% | +41.1% |
| 6M | +103.5% | +12.6% | +90.9% | +50.5% |
| YTD | -4.8% | +12.0% | -16.7% | -27.5% |
| 1Y | -2.4% | +17.3% | -19.6% | -32.9% |
| 3Y | +11.7% | +75.2% | -63.6% | -72.8% |
| 5Y | -68.9% | +74.0% | -142.9% | -90.8% |
| All | -68.9% | +71.8% | -140.7% | -90.8% |
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