+39.3%
XLC vs ITOT
+71.8%
-32.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +1.2% |
| 7D | -1.7% | -2.0% | +0.4% | +0.4% |
| 30D | +0.2% | -2.0% | +2.2% | +2.2% |
| 3M | +0.7% | +4.5% | -3.8% | -3.8% |
| 6M | -4.5% | +12.6% | -17.1% | -15.5% |
| YTD | -4.7% | +12.0% | -16.7% | -15.4% |
| 1Y | -1.5% | +17.3% | -18.8% | -16.6% |
| 3Y | +72.2% | +75.2% | -3.0% | -6.1% |
| 5Y | +39.3% | +74.0% | -34.7% | -23.6% |
| All | +39.3% | +71.8% | -32.5% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling