+101.2%
ET vs ITOT
+74.3%
+26.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.6% |
| 7D | +1.4% | -2.0% | +3.4% | +2.5% |
| 30D | +4.6% | -2.0% | +6.5% | +5.7% |
| 3M | +16.0% | +4.5% | +11.5% | +12.6% |
| 6M | +22.8% | +12.6% | +10.2% | +13.2% |
| YTD | +38.9% | +12.0% | +26.9% | +28.3% |
| 1Y | +34.1% | +17.3% | +16.8% | +19.4% |
| All | +101.2% | +74.3% | +26.8% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling