-58.7%
Z vs ITOT
+20.8%
-79.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.8% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -4.2% | 0.0% | -4.2% | -4.1% |
| 3M | -3.7% | +2.0% | -5.7% | -5.3% |
| 6M | -24.5% | +13.0% | -37.6% | -34.2% |
| YTD | -49.3% | +14.0% | -63.3% | -55.9% |
| 1Y | -58.7% | +19.9% | -78.6% | -64.8% |
| All | -58.7% | +20.8% | -79.5% | -64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling