+363.2%
EXC vs ITOT
+875.1%
-511.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | +1.4% | +2.5% | -1.1% | -0.4% |
| 30D | +8.6% | -1.7% | +10.3% | +9.6% |
| 3M | +2.4% | -3.4% | +5.7% | +4.5% |
| 6M | +6.5% | +2.1% | +4.4% | +4.0% |
| YTD | +9.0% | +11.5% | -2.4% | -0.6% |
| 1Y | +4.6% | +13.6% | -9.0% | -6.1% |
| 3Y | +33.5% | +77.2% | -43.7% | -17.4% |
| 5Y | +41.4% | +64.4% | -23.0% | -9.1% |
| 10Y | +204.3% | +288.6% | -84.3% | -2.8% |
| All | +363.2% | +875.1% | -511.8% | -31.4% |
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