+6.5%
Z vs ITOT
+300.6%
-294.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.7% |
| 3M | -11.6% | -4.4% | -7.2% | -5.6% |
| 6M | -33.6% | +0.4% | -34.0% | -34.0% |
| YTD | -56.7% | +8.8% | -65.5% | -61.3% |
| 1Y | -59.1% | +11.0% | -70.2% | -64.5% |
| 3Y | -20.4% | +74.4% | -94.8% | -62.3% |
| 5Y | -55.3% | +60.0% | -115.3% | -75.3% |
| 10Y | -14.2% | +296.0% | -310.3% | -82.5% |
| All | +6.5% | +300.6% | -294.0% | -79.1% |
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