+165.0%
W vs ITOT
+362.8%
-197.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.7% |
| 7D | +6.5% | +0.7% | +5.8% | +5.0% |
| 30D | -6.2% | -1.1% | -5.1% | -4.0% |
| 3M | +48.9% | +3.9% | +45.0% | +39.8% |
| 6M | +31.2% | +14.7% | +16.5% | +1.7% |
| YTD | -0.4% | +13.3% | -13.8% | -20.1% |
| 1Y | +14.8% | +19.1% | -4.3% | -16.6% |
| 3Y | +40.5% | +77.3% | -36.8% | -47.5% |
| 5Y | -62.1% | +74.1% | -136.2% | -82.7% |
| 10Y | +141.5% | +293.1% | -151.6% | -64.0% |
| All | +165.0% | +362.8% | -197.8% | -68.3% |
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