+62.3%
EWZ vs ITOT
+74.3%
-11.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.4% |
| 7D | +5.6% | +0.7% | +4.9% | +5.1% |
| 30D | +9.3% | -1.1% | +10.4% | +10.1% |
| 3M | +15.7% | +3.9% | +11.8% | +12.6% |
| 6M | +7.4% | +14.7% | -7.3% | -2.1% |
| YTD | +22.7% | +13.3% | +9.4% | +12.8% |
| 1Y | +36.4% | +19.1% | +17.2% | +21.4% |
| 3Y | +50.4% | +77.3% | -26.9% | +3.0% |
| All | +62.3% | +74.3% | -11.9% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling