-9.3%
UL vs ITOT
+20.8%
-30.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | -0.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +0.5% | 0.0% | +0.5% | +0.5% |
| 3M | +17.6% | +2.0% | +15.7% | +17.7% |
| 6M | -5.4% | +13.0% | -18.4% | -5.7% |
| YTD | +0.7% | +14.0% | -13.3% | +0.4% |
| 1Y | -9.3% | +19.9% | -29.2% | -10.3% |
| All | -9.3% | +20.8% | -30.1% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling