+24.7%
Z vs ITOT
+319.6%
-294.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.7% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -4.2% | 0.0% | -4.2% | -4.1% |
| 3M | -3.7% | +2.0% | -5.7% | -6.3% |
| 6M | -24.5% | +13.0% | -37.6% | -36.4% |
| YTD | -49.3% | +14.0% | -63.3% | -57.6% |
| 1Y | -58.7% | +19.9% | -78.6% | -67.9% |
| 3Y | -34.1% | +75.8% | -110.0% | -69.2% |
| 5Y | -64.5% | +73.8% | -138.4% | -82.6% |
| 10Y | -0.5% | +295.9% | -296.4% | -80.1% |
| All | +24.7% | +319.6% | -294.9% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling