+919.3%
EWT vs ITOT
+879.4%
+39.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.9% |
| 7D | -1.1% | -2.0% | +0.9% | +0.9% |
| 30D | +4.8% | -2.0% | +6.7% | +6.8% |
| 3M | +11.1% | +4.5% | +6.6% | +6.9% |
| 6M | +54.6% | +12.6% | +42.0% | +39.3% |
| YTD | +71.4% | +12.0% | +59.5% | +55.5% |
| 1Y | +82.1% | +17.3% | +64.8% | +58.3% |
| 3Y | +193.2% | +75.2% | +118.0% | +73.7% |
| 5Y | +146.1% | +74.0% | +72.1% | +44.4% |
| 10Y | +505.0% | +298.6% | +206.4% | +46.4% |
| All | +919.3% | +879.4% | +39.8% | -10.9% |
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