-12.5%
EFX vs ITOT
+75.8%
-88.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | -0.3% |
| 7D | -4.5% | -0.9% | -3.6% | -3.7% |
| 30D | -6.1% | -1.5% | -4.6% | -4.7% |
| 3M | +6.2% | +3.6% | +2.6% | +2.3% |
| 6M | -11.2% | +13.7% | -24.9% | -23.0% |
| YTD | -21.4% | +12.9% | -34.3% | -31.2% |
| 1Y | -34.3% | +17.2% | -51.5% | -45.0% |
| 3Y | -12.5% | +75.6% | -88.1% | -57.7% |
| All | -12.5% | +75.8% | -88.3% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling