+318.7%
EAT vs ITOT
+71.8%
+246.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.5% |
| 7D | -6.2% | -2.0% | -4.2% | -3.7% |
| 30D | -3.0% | -2.0% | -1.1% | -0.6% |
| 3M | +45.6% | +4.5% | +41.1% | +36.7% |
| 6M | +53.5% | +12.6% | +40.9% | +30.6% |
| YTD | +49.6% | +12.0% | +37.6% | +28.2% |
| 1Y | +38.9% | +17.3% | +21.7% | +11.5% |
| 3Y | +589.7% | +75.2% | +514.4% | +220.4% |
| 5Y | +318.7% | +74.0% | +244.6% | +93.4% |
| All | +318.7% | +71.8% | +246.8% | +93.4% |
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