+167.9%
XHB vs ITOT
+749.5%
-581.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.8% |
| 7D | -1.9% | -0.4% | -1.6% | -1.5% |
| 30D | -8.3% | -1.6% | -6.7% | -6.4% |
| 3M | -7.1% | +3.5% | -10.7% | -11.0% |
| 6M | -5.3% | +13.1% | -18.4% | -18.7% |
| YTD | -3.2% | +12.7% | -15.9% | -16.6% |
| 1Y | -13.9% | +18.3% | -32.2% | -30.3% |
| 3Y | +24.9% | +76.4% | -51.5% | -39.7% |
| 5Y | +34.5% | +73.8% | -39.2% | -33.3% |
| 10Y | +215.5% | +301.2% | -85.8% | -48.0% |
| All | +167.9% | +749.5% | -581.6% | -81.2% |
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 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