-37.5%
U vs ITOT
+139.7%
-177.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.9% |
| 7D | +4.5% | +0.7% | +3.8% | +2.9% |
| 30D | -0.6% | -1.1% | +0.5% | +2.0% |
| 3M | +48.4% | +3.9% | +44.6% | +35.8% |
| 6M | +115.4% | +14.7% | +100.6% | +55.1% |
| YTD | -3.2% | +13.3% | -16.5% | -27.3% |
| 1Y | -6.0% | +19.1% | -25.2% | -36.5% |
| 3Y | +13.5% | +77.3% | -63.9% | -70.0% |
| 5Y | -68.0% | +74.1% | -142.1% | -89.8% |
| All | -37.5% | +139.7% | -177.2% | -87.9% |
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