+93.1%
EXPE vs ITOT
+71.8%
+21.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.5% |
| 7D | -8.7% | -2.0% | -6.6% | -6.0% |
| 30D | -13.6% | -2.0% | -11.7% | -11.3% |
| 3M | +26.6% | +4.5% | +22.1% | +18.7% |
| 6M | +19.9% | +12.6% | +7.3% | +1.0% |
| YTD | -1.7% | +12.0% | -13.7% | -16.4% |
| 1Y | +29.4% | +17.3% | +12.2% | +3.4% |
| 3Y | +155.7% | +75.2% | +80.4% | +16.6% |
| 5Y | +93.1% | +74.0% | +19.1% | -7.1% |
| All | +93.1% | +71.8% | +21.2% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling