+372.6%
USB vs ITOT
+896.7%
-524.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | +0.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -1.3% | 0.0% | -1.3% | -1.3% |
| 3M | +15.2% | +2.0% | +13.3% | +12.1% |
| 6M | +18.8% | +13.0% | +5.8% | +2.1% |
| YTD | +21.0% | +14.0% | +7.0% | +3.0% |
| 1Y | +34.0% | +19.9% | +14.1% | +7.2% |
| 3Y | +95.3% | +75.8% | +19.5% | -1.0% |
| 5Y | +40.4% | +73.8% | -33.5% | -29.0% |
| 10Y | +107.3% | +295.9% | -188.6% | -62.1% |
| All | +372.6% | +896.7% | -524.1% | -70.7% |
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