+755.6%
EMR vs ITOT
+887.7%
-132.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +1.6% |
| 7D | -0.4% | -0.9% | +0.5% | +0.6% |
| 30D | -6.8% | -1.5% | -5.3% | -5.2% |
| 3M | +7.5% | +3.6% | +3.9% | +3.4% |
| 6M | +9.9% | +13.7% | -3.8% | -4.5% |
| YTD | +16.0% | +12.9% | +3.0% | +1.9% |
| 1Y | +12.4% | +17.2% | -4.7% | -5.1% |
| 3Y | +60.2% | +75.6% | -15.4% | -13.4% |
| 5Y | +67.9% | +75.5% | -7.6% | -10.6% |
| 10Y | +282.0% | +302.0% | -19.9% | -19.6% |
| All | +755.6% | +887.7% | -132.1% | -33.9% |
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 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