+143.7%
XLC vs ITOT
+198.8%
-55.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.2% |
| 7D | +0.5% | -0.9% | +1.4% | +1.4% |
| 30D | +2.1% | -1.5% | +3.6% | +3.6% |
| 3M | +0.7% | +3.6% | -2.9% | -2.8% |
| 6M | -3.2% | +13.7% | -16.9% | -14.8% |
| YTD | -3.8% | +12.9% | -16.7% | -14.9% |
| 1Y | -2.0% | +17.2% | -19.2% | -16.5% |
| 3Y | +71.4% | +75.6% | -4.3% | -2.8% |
| 5Y | +40.7% | +75.5% | -34.8% | -19.7% |
| All | +143.7% | +198.8% | -55.1% | -16.1% |
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 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