+698.2%
EFX vs ITOT
+887.7%
-189.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | -0.2% |
| 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% | +2.5% |
| 6M | -11.2% | +13.7% | -24.9% | -22.0% |
| YTD | -21.4% | +12.9% | -34.3% | -30.4% |
| 1Y | -34.3% | +17.2% | -51.5% | -44.0% |
| 3Y | -12.5% | +75.6% | -88.1% | -49.2% |
| 5Y | -35.6% | +75.5% | -111.0% | -62.0% |
| 10Y | +41.8% | +302.0% | -260.2% | -62.3% |
| All | +698.2% | +887.7% | -189.5% | -7.1% |
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 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