+226.4%
ESI vs ITOT
+418.1%
-191.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +1.3% |
| 7D | +5.4% | +0.7% | +4.7% | +4.4% |
| 30D | -4.2% | -1.1% | -3.1% | -2.6% |
| 3M | -9.6% | +3.9% | -13.5% | -13.8% |
| 6M | +18.3% | +14.7% | +3.6% | -0.8% |
| YTD | +45.8% | +13.3% | +32.5% | +24.8% |
| 1Y | +39.2% | +19.1% | +20.0% | +12.0% |
| 3Y | +86.3% | +77.3% | +8.9% | -11.2% |
| 5Y | +76.2% | +74.1% | +2.1% | -12.9% |
| 10Y | +306.8% | +293.1% | +13.6% | -42.4% |
| All | +226.4% | +418.1% | -191.7% | -62.6% |
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