-16.9%
Z vs ITOT
+293.8%
-310.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | -0.1% |
| 7D | -13.1% | -0.8% | -12.3% | -11.8% |
| 30D | +5.9% | -2.0% | +7.9% | +9.3% |
| 3M | -13.7% | -1.5% | -12.1% | -11.3% |
| 6M | -27.1% | +3.3% | -30.4% | -30.3% |
| YTD | -56.8% | +12.5% | -69.3% | -63.3% |
| 1Y | -60.2% | +12.6% | -72.8% | -66.2% |
| 3Y | -19.7% | +78.6% | -98.3% | -64.2% |
| 5Y | -53.7% | +67.0% | -120.7% | -76.4% |
| 10Y | -16.9% | +292.0% | -308.9% | -87.4% |
| All | -16.9% | +293.8% | -310.7% | -87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling