+7,308.9%
EME vs ITOT
+885.8%
+6,423.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.7% |
| 7D | +2.7% | -0.4% | +3.1% | +3.2% |
| 30D | -6.8% | -1.6% | -5.2% | -4.9% |
| 3M | -8.8% | +3.5% | -12.4% | -12.4% |
| 6M | +5.0% | +13.1% | -8.1% | -10.0% |
| YTD | +23.5% | +12.7% | +10.8% | +6.5% |
| 1Y | +21.3% | +18.3% | +3.0% | -1.1% |
| 3Y | +241.1% | +76.4% | +164.7% | +67.5% |
| 5Y | +549.2% | +73.8% | +475.4% | +215.4% |
| 10Y | +1,306.4% | +301.2% | +1,005.2% | +108.1% |
| All | +7,308.9% | +885.8% | +6,423.1% | +250.7% |
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 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