+41.2%
USB vs ITOT
+73.8%
-32.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | +0.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -1.3% | 0.0% | -1.3% | -1.3% |
| 3M | +15.2% | +2.0% | +13.3% | +12.8% |
| 6M | +18.8% | +13.0% | +5.8% | +4.8% |
| YTD | +21.0% | +14.0% | +7.0% | +5.9% |
| 1Y | +34.0% | +19.9% | +14.1% | +11.4% |
| 3Y | +95.3% | +75.8% | +19.5% | +12.4% |
| All | +41.2% | +73.8% | -32.7% | -18.0% |
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