+1,339.2%
EAT vs ITOT
+896.7%
+442.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +1.0% |
| 7D | 0.0% | +0.1% | -0.1% | -0.2% |
| 30D | +1.9% | 0.0% | +1.9% | +1.8% |
| 3M | +68.7% | +2.0% | +66.7% | +63.5% |
| 6M | +66.9% | +13.0% | +53.9% | +42.5% |
| YTD | +60.4% | +14.0% | +46.4% | +35.5% |
| 1Y | +44.0% | +19.9% | +24.1% | +13.7% |
| 3Y | +604.7% | +75.8% | +528.9% | +246.1% |
| 5Y | +347.0% | +73.8% | +273.2% | +128.7% |
| 10Y | +390.8% | +295.9% | +94.9% | +7.3% |
| All | +1,339.2% | +896.7% | +442.5% | +13.5% |
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