+63.6%
EMR vs ITOT
+71.8%
-8.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.6% |
| 7D | -1.2% | -2.0% | +0.8% | +1.0% |
| 30D | -9.4% | -2.0% | -7.5% | -7.5% |
| 3M | +8.6% | +4.5% | +4.0% | +3.7% |
| 6M | +6.7% | +12.6% | -6.0% | -5.4% |
| YTD | +13.1% | +12.0% | +1.1% | +1.1% |
| 1Y | +12.7% | +17.3% | -4.5% | -3.6% |
| 3Y | +58.1% | +75.2% | -17.2% | -5.8% |
| 5Y | +63.6% | +74.0% | -10.4% | -4.9% |
| All | +63.6% | +71.8% | -8.2% | -4.9% |
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