+141.4%
XLC vs ITOT
+199.9%
-58.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.1% |
| 7D | +0.6% | +0.7% | -0.1% | 0.0% |
| 30D | +0.2% | -1.1% | +1.4% | +1.3% |
| 3M | +0.6% | +3.9% | -3.2% | -3.1% |
| 6M | -4.5% | +14.7% | -19.2% | -16.7% |
| YTD | -4.7% | +13.3% | -18.0% | -16.0% |
| 1Y | -1.7% | +19.1% | -20.8% | -17.5% |
| 3Y | +72.3% | +77.3% | -5.1% | -3.2% |
| 5Y | +37.8% | +74.1% | -36.3% | -20.8% |
| All | +141.4% | +199.9% | -58.5% | -17.2% |
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