-47.1%
EOSE vs ITOT
+20.8%
-68.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.3% | +11.2% | +12.2% |
| 7D | +19.0% | +0.1% | +18.9% | +18.5% |
| 30D | +1.6% | 0.0% | +1.6% | +2.2% |
| 3M | -52.0% | +2.0% | -53.9% | -54.3% |
| 6M | -42.5% | +13.0% | -55.6% | -62.5% |
| YTD | -66.1% | +14.0% | -80.1% | -78.1% |
| 1Y | -47.1% | +19.9% | -67.0% | -69.5% |
| All | -47.1% | +20.8% | -68.0% | -69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling