+54.9%
XLE vs ITOT
+77.4%
-22.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | 0.0% | +0.7% | -0.7% | -0.3% |
| 30D | +12.6% | -1.1% | +13.8% | +13.2% |
| 3M | +11.8% | +3.9% | +8.0% | +9.4% |
| 6M | +16.1% | +14.7% | +1.3% | +6.9% |
| YTD | +46.9% | +13.3% | +33.5% | +36.1% |
| 1Y | +53.3% | +19.1% | +34.1% | +37.0% |
| 3Y | +54.9% | +77.3% | -22.4% | +8.5% |
| All | +54.9% | +77.4% | -22.5% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling