+1,411.3%
ECL vs ITOT
+875.1%
+536.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +2.9% | +2.5% | +0.4% | +0.6% |
| 30D | +7.5% | -1.7% | +9.2% | +9.0% |
| 3M | +12.2% | -3.4% | +15.6% | +15.4% |
| 6M | +24.6% | +2.1% | +22.5% | +21.6% |
| YTD | +18.8% | +11.5% | +7.3% | +6.9% |
| 1Y | +19.3% | +13.6% | +5.7% | +5.6% |
| 3Y | +78.2% | +77.2% | +1.0% | +2.8% |
| 5Y | +38.8% | +64.4% | -25.6% | -13.9% |
| 10Y | +197.8% | +288.6% | -90.8% | -14.6% |
| All | +1,411.3% | +875.1% | +536.2% | +87.0% |
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