+513.6%
EWT vs ITOT
+303.4%
+210.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.1% |
| 7D | -1.1% | -0.9% | -0.2% | -0.3% |
| 30D | +4.5% | -1.5% | +5.9% | +5.8% |
| 3M | +8.3% | +3.6% | +4.7% | +5.5% |
| 6M | +54.2% | +13.7% | +40.5% | +40.1% |
| YTD | +74.6% | +12.9% | +61.6% | +59.6% |
| 1Y | +84.9% | +17.2% | +67.7% | +64.4% |
| 3Y | +197.5% | +75.6% | +121.9% | +93.6% |
| 5Y | +150.6% | +75.5% | +75.1% | +61.9% |
| All | +513.6% | +303.4% | +210.2% | +96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling