+226.0%
XLE vs ITOT
+71.8%
+154.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.2% |
| 7D | +0.5% | -2.0% | +2.5% | +1.7% |
| 30D | +6.6% | -2.0% | +8.5% | +7.7% |
| 3M | +12.3% | +4.5% | +7.7% | +8.9% |
| 6M | +18.4% | +12.6% | +5.7% | +9.0% |
| YTD | +47.2% | +12.0% | +35.2% | +35.9% |
| 1Y | +50.3% | +17.3% | +33.0% | +34.2% |
| 3Y | +55.3% | +75.2% | -19.9% | +5.2% |
| 5Y | +226.0% | +74.0% | +151.9% | +118.2% |
| All | +226.0% | +71.8% | +154.1% | +118.2% |
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 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