+84.9%
USB vs ITOT
+286.7%
-201.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +1.4% | -0.5% | +2.0% | +1.9% |
| 30D | +6.4% | -3.4% | +9.9% | +10.3% |
| 3M | -4.5% | -3.1% | -1.4% | -1.5% |
| 6M | +11.4% | +2.2% | +9.2% | +8.1% |
| YTD | +17.1% | +11.0% | +6.1% | +3.7% |
| 1Y | +32.6% | +11.4% | +21.2% | +17.0% |
| 3Y | +101.8% | +76.4% | +25.5% | +7.9% |
| 5Y | +25.1% | +65.1% | -40.0% | -28.1% |
| 10Y | +84.9% | +287.4% | -202.5% | -58.2% |
| All | +84.9% | +286.7% | -201.8% | -58.2% |
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