+15.9%
EW vs ITOT
+74.3%
-58.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.1% |
| 7D | -3.4% | -2.0% | -1.3% | -2.1% |
| 30D | -7.4% | -2.0% | -5.4% | -6.2% |
| 3M | +0.9% | +4.5% | -3.6% | -2.1% |
| 6M | +1.2% | +12.6% | -11.5% | -6.5% |
| YTD | +1.8% | +12.0% | -10.2% | -5.6% |
| 1Y | +10.8% | +17.3% | -6.4% | -0.3% |
| All | +15.9% | +74.3% | -58.4% | -29.6% |
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 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