+605.0%
EAT vs ITOT
+75.4%
+529.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.6% |
| 7D | -6.8% | -0.4% | -6.4% | -6.4% |
| 30D | -5.4% | -1.6% | -3.8% | -3.7% |
| 3M | +42.8% | +3.5% | +39.2% | +36.7% |
| 6M | +56.5% | +13.1% | +43.4% | +34.9% |
| YTD | +50.0% | +12.7% | +37.3% | +29.9% |
| 1Y | +38.3% | +18.3% | +20.0% | +12.7% |
| All | +605.0% | +75.4% | +529.6% | +278.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling