+196.7%
EXC vs ITOT
+287.5%
-90.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | +1.4% | +2.5% | -1.1% | -0.2% |
| 30D | +8.6% | -1.7% | +10.3% | +9.4% |
| 3M | +2.4% | -3.4% | +5.7% | +4.2% |
| 6M | +6.5% | +2.1% | +4.4% | +4.4% |
| YTD | +9.0% | +11.5% | -2.4% | +0.6% |
| 1Y | +4.6% | +13.6% | -9.0% | -4.8% |
| 3Y | +33.5% | +77.2% | -43.7% | -14.7% |
| 5Y | +41.4% | +64.4% | -23.0% | -5.5% |
| All | +196.7% | +287.5% | -90.8% | -5.3% |
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