-65.6%
XE vs ITOT
+7.9%
-73.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.5% | -10.0% | -13.6% |
| 7D | -12.9% | -0.7% | -12.2% | -10.9% |
| 30D | -30.3% | -1.1% | -29.2% | -27.0% |
| 3M | -45.9% | -0.8% | -45.1% | -43.4% |
| 6M | -66.2% | +7.0% | -73.2% | -73.1% |
| All | -65.6% | +7.9% | -73.5% | -73.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling