+24.4%
EL vs ITOT
+303.4%
-279.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | -0.3% |
| 7D | -6.5% | -0.9% | -5.6% | -5.5% |
| 30D | +11.1% | -1.5% | +12.6% | +13.1% |
| 3M | +10.7% | +3.6% | +7.2% | +6.6% |
| 6M | +6.9% | +13.7% | -6.8% | -7.0% |
| YTD | -6.3% | +12.9% | -19.2% | -17.6% |
| 1Y | +13.5% | +17.2% | -3.7% | -3.9% |
| 3Y | -33.1% | +75.6% | -108.7% | -62.7% |
| 5Y | -68.8% | +75.5% | -144.2% | -82.3% |
| All | +24.4% | +303.4% | -279.1% | -66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling