+169.7%
EXE vs ITOT
+96.1%
+73.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.7% |
| 7D | -3.1% | -0.9% | -2.2% | -2.6% |
| 30D | -0.9% | -1.5% | +0.5% | 0.0% |
| 3M | +9.6% | +3.6% | +6.0% | +6.7% |
| 6M | -11.6% | +13.7% | -25.3% | -19.6% |
| YTD | -12.6% | +12.9% | -25.5% | -20.3% |
| 1Y | +1.2% | +17.2% | -16.0% | -10.3% |
| 3Y | +18.0% | +75.6% | -57.6% | -24.0% |
| 5Y | +101.1% | +75.5% | +25.6% | +27.2% |
| All | +169.7% | +96.1% | +73.6% | +60.3% |
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