+503.8%
EQT vs ITOT
+879.4%
-375.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +1.3% |
| 7D | -1.2% | -2.0% | +0.9% | +1.0% |
| 30D | +1.1% | -2.0% | +3.0% | +3.1% |
| 3M | +4.8% | +4.5% | +0.2% | -0.6% |
| 6M | -10.6% | +12.6% | -23.2% | -22.1% |
| YTD | +3.4% | +12.0% | -8.6% | -9.6% |
| 1Y | +8.7% | +17.3% | -8.6% | -9.6% |
| 3Y | +35.0% | +75.2% | -40.3% | -28.0% |
| 5Y | +204.2% | +74.0% | +130.2% | +62.9% |
| 10Y | +52.5% | +298.6% | -246.1% | -69.4% |
| All | +503.8% | +879.4% | -375.7% | -54.8% |
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