-6.7%
EFX vs ITOT
+14.7%
-21.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.8% | +1.6% |
| 7D | +9.2% | -0.7% | +9.9% | +9.5% |
| 30D | +34.8% | -1.1% | +35.9% | +35.5% |
| 3M | +8.8% | -0.8% | +9.7% | +9.2% |
| 6M | +12.3% | +7.0% | +5.3% | +6.6% |
| YTD | -10.6% | +13.3% | -23.9% | -18.1% |
| 1Y | -6.7% | +14.8% | -21.6% | -15.1% |
| All | -6.7% | +14.7% | -21.4% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling