-59.1%
Z vs ITOT
+9.9%
-69.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -3.0% |
| 7D | -4.6% | -2.7% | -1.9% | -0.5% |
| 30D | +8.3% | -5.2% | +13.5% | +16.2% |
| 3M | -11.6% | -4.4% | -7.2% | -5.9% |
| 6M | -33.6% | +0.4% | -34.0% | -33.7% |
| YTD | -56.7% | +8.8% | -65.5% | -60.6% |
| 1Y | -59.1% | +11.0% | -70.2% | -63.9% |
| All | -59.1% | +9.9% | -69.0% | -63.9% |
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