+779.7%
EXPE vs ITOT
+788.9%
-9.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.3% | -7.2% |
| 7D | -9.8% | +0.7% | -10.4% | -10.5% |
| 30D | -11.5% | -1.1% | -10.4% | -10.3% |
| 3M | +21.7% | +3.9% | +17.8% | +15.9% |
| 6M | +10.4% | +14.7% | -4.4% | -7.4% |
| YTD | -2.5% | +13.3% | -15.9% | -16.7% |
| 1Y | +27.3% | +19.1% | +8.2% | +2.5% |
| 3Y | +153.5% | +77.3% | +76.2% | +26.9% |
| 5Y | +91.1% | +74.1% | +17.0% | +0.5% |
| 10Y | +153.1% | +293.1% | -140.0% | -48.2% |
| All | +779.7% | +788.9% | -9.1% | -23.7% |
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