+27.1%
ECL vs ITOT
+71.8%
-44.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.3% |
| 7D | -2.6% | -2.0% | -0.6% | -1.0% |
| 30D | -4.6% | -2.0% | -2.6% | -3.1% |
| 3M | +6.0% | +4.5% | +1.4% | +1.9% |
| 6M | -3.0% | +12.6% | -15.6% | -12.5% |
| YTD | +4.0% | +12.0% | -8.0% | -5.8% |
| 1Y | +2.0% | +17.3% | -15.2% | -11.3% |
| 3Y | +53.9% | +75.2% | -21.3% | -10.2% |
| 5Y | +27.1% | +74.0% | -46.9% | -27.4% |
| All | +27.1% | +71.8% | -44.7% | -27.4% |
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