+326.3%
EFA vs ITOT
+879.4%
-553.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | -2.4% | -2.0% | -0.3% | -0.4% |
| 30D | -2.2% | -2.0% | -0.3% | -0.4% |
| 3M | +5.7% | +4.5% | +1.1% | +1.2% |
| 6M | +8.2% | +12.6% | -4.5% | -3.5% |
| YTD | +11.8% | +12.0% | -0.2% | +0.2% |
| 1Y | +18.3% | +17.3% | +1.0% | +1.3% |
| 3Y | +64.9% | +75.2% | -10.3% | -6.1% |
| 5Y | +52.4% | +74.0% | -21.6% | -14.1% |
| 10Y | +142.4% | +298.6% | -156.2% | -44.8% |
| All | +326.3% | +879.4% | -553.1% | -62.8% |
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 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