-60.8%
EOSE vs ITOT
+141.7%
-202.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -2.9% |
| 7D | +1.8% | -0.9% | +2.7% | +3.8% |
| 30D | -6.8% | -1.5% | -5.4% | -3.3% |
| 3M | -36.3% | +3.6% | -39.9% | -40.1% |
| 6M | -38.8% | +13.7% | -52.5% | -51.6% |
| YTD | -65.5% | +12.9% | -78.5% | -71.8% |
| 1Y | -45.3% | +17.2% | -62.5% | -57.6% |
| 3Y | +44.2% | +75.6% | -31.5% | -52.8% |
| 5Y | -69.5% | +75.5% | -145.0% | -89.2% |
| All | -60.8% | +141.7% | -202.5% | -80.7% |
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