+732.8%
XLE vs ITOT
+896.7%
-163.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.5% |
| 7D | +2.2% | +0.1% | +2.1% | +2.0% |
| 30D | +11.8% | 0.0% | +11.8% | +11.6% |
| 3M | +9.8% | +2.0% | +7.9% | +6.6% |
| 6M | +15.6% | +13.0% | +2.5% | -1.0% |
| YTD | +45.3% | +14.0% | +31.3% | +23.0% |
| 1Y | +48.3% | +19.9% | +28.4% | +18.1% |
| 3Y | +55.4% | +75.8% | -20.4% | -21.8% |
| 5Y | +216.1% | +73.8% | +142.2% | +55.6% |
| 10Y | +178.4% | +295.9% | -117.5% | -48.0% |
| All | +732.8% | +896.7% | -163.9% | -44.8% |
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