-14.5%
Z vs ITOT
+298.5%
-313.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +0.3% |
| 7D | -5.2% | +0.2% | -5.4% | -5.0% |
| 30D | +5.7% | -3.0% | +8.8% | +10.7% |
| 3M | -8.7% | -2.7% | -6.0% | -4.7% |
| 6M | -26.0% | +2.6% | -28.6% | -28.6% |
| YTD | -55.0% | +11.5% | -66.5% | -61.3% |
| 1Y | -58.0% | +13.5% | -71.5% | -64.8% |
| 3Y | -15.2% | +79.7% | -94.9% | -62.5% |
| 5Y | -53.8% | +64.2% | -118.0% | -75.9% |
| 10Y | -14.5% | +290.2% | -304.7% | -86.8% |
| All | -14.5% | +298.5% | -313.0% | -86.8% |
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 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