+179.2%
XLE vs ITOT
+287.5%
-108.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +5.4% | +2.5% | +2.9% | +3.0% |
| 30D | -3.9% | -1.7% | -2.3% | -2.7% |
| 3M | +7.0% | -3.4% | +10.4% | +9.9% |
| 6M | +14.2% | +2.1% | +12.1% | +10.5% |
| YTD | +48.2% | +11.5% | +36.7% | +30.5% |
| 1Y | +47.7% | +13.6% | +34.1% | +27.5% |
| 3Y | +70.0% | +77.2% | -7.2% | -8.7% |
| 5Y | +169.1% | +64.4% | +104.8% | +54.0% |
| All | +179.2% | +287.5% | -108.3% | -35.0% |
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