-39.3%
VG vs ITOT
+27.8%
-67.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | +16.0% | 0.0% | +16.0% | +15.8% |
| 3M | +9.7% | +2.0% | +7.8% | +6.8% |
| 6M | +29.6% | +13.0% | +16.5% | +8.2% |
| YTD | +112.0% | +14.0% | +98.1% | +73.9% |
| 1Y | +12.8% | +19.9% | -7.1% | -14.4% |
| All | -39.3% | +27.8% | -67.1% | -48.5% |
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