-62.8%
W vs ITOT
+71.8%
-134.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -0.9% |
| 7D | +0.5% | -2.0% | +2.5% | +6.3% |
| 30D | -5.6% | -2.0% | -3.6% | -0.2% |
| 3M | +41.9% | +4.5% | +37.4% | +27.8% |
| 6M | +30.2% | +12.6% | +17.6% | -3.4% |
| YTD | -2.9% | +12.0% | -14.9% | -26.1% |
| 1Y | +11.6% | +17.3% | -5.7% | -25.3% |
| 3Y | +37.0% | +75.2% | -38.3% | -66.7% |
| 5Y | -62.8% | +74.0% | -136.9% | -89.2% |
| All | -62.8% | +71.8% | -134.7% | -89.2% |
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