+160.0%
EXPE vs ITOT
+303.4%
-143.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.4% |
| 7D | -5.8% | -0.9% | -4.9% | -4.6% |
| 30D | -13.6% | -1.5% | -12.2% | -12.0% |
| 3M | +25.2% | +3.6% | +21.6% | +19.4% |
| 6M | +22.3% | +13.7% | +8.7% | +3.2% |
| YTD | -0.3% | +12.9% | -13.2% | -15.0% |
| 1Y | +27.8% | +17.2% | +10.6% | +4.1% |
| 3Y | +162.4% | +75.6% | +86.8% | +29.1% |
| 5Y | +95.8% | +75.5% | +20.4% | -1.4% |
| All | +160.0% | +303.4% | -143.4% | -40.2% |
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