-53.1%
Z vs ITOT
+63.9%
-117.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.1% |
| 7D | +0.8% | +2.5% | -1.6% | -2.8% |
| 30D | +5.2% | -1.7% | +6.9% | +8.3% |
| 3M | -17.0% | -3.4% | -13.7% | -12.2% |
| 6M | -22.7% | +2.1% | -24.8% | -25.1% |
| YTD | -56.3% | +11.5% | -67.8% | -63.0% |
| 1Y | -57.7% | +13.6% | -71.3% | -65.2% |
| 3Y | -16.5% | +77.2% | -93.8% | -66.5% |
| All | -53.1% | +63.9% | -117.0% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling