+749.5%
XLE vs ITOT
+875.1%
-125.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +5.4% | +2.5% | +2.9% | +2.6% |
| 30D | -3.9% | -1.7% | -2.3% | -2.5% |
| 3M | +7.0% | -3.4% | +10.4% | +10.3% |
| 6M | +14.2% | +2.1% | +12.1% | +9.8% |
| YTD | +48.2% | +11.5% | +36.7% | +27.7% |
| 1Y | +47.7% | +13.6% | +34.1% | +24.4% |
| 3Y | +70.0% | +77.2% | -7.2% | -15.7% |
| 5Y | +169.1% | +64.4% | +104.8% | +40.7% |
| 10Y | +180.7% | +288.6% | -107.9% | -46.9% |
| All | +749.5% | +875.1% | -125.6% | -42.6% |
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 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