-53.6%
Z vs ITOT
+14.7%
-68.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +7.9% | +7.6% |
| 7D | +10.2% | -0.7% | +10.8% | +11.0% |
| 30D | +23.7% | -1.1% | +24.8% | +25.0% |
| 3M | -6.6% | -0.8% | -5.7% | -5.6% |
| 6M | -23.0% | +7.0% | -30.0% | -29.8% |
| YTD | -50.3% | +13.3% | -63.6% | -57.3% |
| 1Y | -53.6% | +14.8% | -68.4% | -60.8% |
| All | -53.6% | +14.7% | -68.3% | -60.8% |
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