+2,260.0%
VGT vs ITOT
+901.0%
+1,358.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | +1.5% | -0.4% | +1.8% | +1.9% |
| 30D | +0.5% | -1.6% | +2.1% | +2.3% |
| 3M | +5.3% | +3.5% | +1.7% | +1.7% |
| 6M | +32.4% | +13.1% | +19.3% | +16.5% |
| YTD | +28.6% | +12.7% | +15.9% | +13.8% |
| 1Y | +37.6% | +18.3% | +19.3% | +15.8% |
| 3Y | +125.5% | +76.4% | +49.1% | +25.9% |
| 5Y | +135.2% | +73.8% | +61.4% | +36.3% |
| 10Y | +812.9% | +301.2% | +511.7% | +132.7% |
| All | +2,260.0% | +901.0% | +1,358.9% | +144.4% |
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