-69.0%
EL vs ITOT
+71.8%
-140.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.5% |
| 7D | -4.4% | -2.0% | -2.3% | -1.7% |
| 30D | +10.3% | -2.0% | +12.2% | +13.2% |
| 3M | +13.4% | +4.5% | +8.8% | +7.2% |
| 6M | +3.1% | +12.6% | -9.6% | -11.5% |
| YTD | -6.9% | +12.0% | -18.9% | -19.2% |
| 1Y | +11.9% | +17.3% | -5.3% | -8.2% |
| 3Y | -33.8% | +75.2% | -109.1% | -67.2% |
| 5Y | -69.0% | +74.0% | -143.0% | -83.8% |
| All | -69.0% | +71.8% | -140.8% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling