+147.8%
XEL vs ITOT
+303.4%
-155.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -0.3% | -0.9% | +0.6% | +0.1% |
| 30D | -3.9% | -1.5% | -2.5% | -3.3% |
| 3M | -2.8% | +3.6% | -6.4% | -4.5% |
| 6M | -5.4% | +13.7% | -19.1% | -11.3% |
| YTD | +3.8% | +12.9% | -9.2% | -2.6% |
| 1Y | +6.8% | +17.2% | -10.3% | -1.6% |
| 3Y | +45.6% | +75.6% | -30.0% | +6.5% |
| 5Y | +30.7% | +75.5% | -44.8% | -5.9% |
| All | +147.8% | +303.4% | -155.6% | +13.2% |
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