+572.1%
EL vs ITOT
+891.2%
-319.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.5% |
| 7D | +1.7% | +0.7% | +1.0% | +1.0% |
| 30D | +15.5% | -1.1% | +16.6% | +16.8% |
| 3M | +20.6% | +3.9% | +16.7% | +16.3% |
| 6M | +10.5% | +14.7% | -4.3% | -3.0% |
| YTD | -1.9% | +13.3% | -15.2% | -12.6% |
| 1Y | +16.1% | +19.1% | -3.1% | -1.2% |
| 3Y | -30.2% | +77.3% | -107.6% | -58.7% |
| 5Y | -67.4% | +74.1% | -141.5% | -79.9% |
| 10Y | +31.2% | +293.1% | -261.9% | -60.6% |
| All | +572.1% | +891.2% | -319.0% | -11.5% |
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 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