+179.3%
EXE vs ITOT
+96.8%
+82.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.7% |
| 7D | -1.8% | +0.7% | -2.4% | -2.2% |
| 30D | +6.4% | -1.1% | +7.5% | +7.1% |
| 3M | +9.2% | +3.9% | +5.4% | +6.2% |
| 6M | -7.0% | +14.7% | -21.7% | -16.0% |
| YTD | -9.5% | +13.3% | -22.8% | -17.7% |
| 1Y | +6.2% | +19.1% | -12.9% | -6.9% |
| 3Y | +20.7% | +77.3% | -56.6% | -22.9% |
| 5Y | +103.6% | +74.1% | +29.6% | +29.8% |
| All | +179.3% | +96.8% | +82.5% | +65.6% |
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