+929.7%
XEL vs ITOT
+885.8%
+43.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +0.9% | -0.4% | +1.3% | +1.1% |
| 30D | -0.9% | -1.6% | +0.7% | -0.1% |
| 3M | -1.4% | +3.5% | -5.0% | -3.4% |
| 6M | -5.8% | +13.1% | -18.9% | -12.1% |
| YTD | +4.7% | +12.7% | -8.0% | -2.3% |
| 1Y | +9.1% | +18.3% | -9.2% | -1.0% |
| 3Y | +47.8% | +76.4% | -28.5% | +5.7% |
| 5Y | +29.0% | +73.8% | -44.7% | -8.6% |
| 10Y | +154.0% | +301.2% | -147.2% | +8.1% |
| All | +929.7% | +885.8% | +43.9% | +148.1% |
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 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