-5.8%
XLC vs ITOT
+14.7%
-20.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +1.9% | +2.4% |
| 7D | +1.8% | -0.7% | +2.4% | +2.2% |
| 30D | -6.0% | -1.1% | -4.9% | -5.3% |
| 3M | -6.0% | -0.8% | -5.2% | -5.5% |
| 6M | -9.1% | +7.0% | -16.0% | -13.0% |
| YTD | -10.0% | +13.3% | -23.4% | -17.6% |
| 1Y | -5.8% | +14.8% | -20.6% | -14.5% |
| All | -5.8% | +14.7% | -20.5% | -14.5% |
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