+40.3%
EWY vs ITOT
+12.5%
+27.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.5% | -1.9% |
| 7D | +1.2% | -2.0% | +3.3% | +8.8% |
| 30D | +9.3% | -2.0% | +11.2% | +17.2% |
| 3M | +2.4% | +4.5% | -2.1% | -11.5% |
| 6M | +40.3% | +12.6% | +27.6% | +2.1% |
| All | +40.3% | +12.5% | +27.8% | +2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling