+793.9%
ETR vs ITOT
+891.2%
-97.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.5% |
| 7D | +1.4% | +0.7% | +0.8% | +1.0% |
| 30D | +1.9% | -1.1% | +3.0% | +2.5% |
| 3M | +1.0% | +3.9% | -2.9% | -1.6% |
| 6M | +4.8% | +14.7% | -9.9% | -4.5% |
| YTD | +19.5% | +13.3% | +6.2% | +9.7% |
| 1Y | +28.1% | +19.1% | +9.0% | +13.7% |
| 3Y | +151.1% | +77.3% | +73.8% | +69.0% |
| 5Y | +125.2% | +74.1% | +51.1% | +50.4% |
| 10Y | +291.1% | +293.1% | -2.0% | +48.5% |
| All | +793.9% | +891.2% | -97.2% | +78.2% |
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