+386.3%
VNQ vs ITOT
+909.1%
-522.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.2% |
| 7D | -1.3% | -0.9% | -0.4% | -0.2% |
| 30D | -2.6% | -1.5% | -1.1% | -1.0% |
| 3M | -2.0% | +3.6% | -5.6% | -6.2% |
| 6M | +4.3% | +13.7% | -9.4% | -10.6% |
| YTD | +9.2% | +12.9% | -3.7% | -5.9% |
| 1Y | +5.6% | +17.2% | -11.6% | -13.1% |
| 3Y | +30.8% | +75.6% | -44.8% | -34.6% |
| 5Y | +8.0% | +75.5% | -67.5% | -47.2% |
| 10Y | +63.7% | +302.0% | -238.3% | -73.7% |
| All | +386.3% | +909.1% | -522.8% | -75.7% |
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