+279.9%
XLF vs ITOT
+887.7%
-607.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | -0.4% |
| 7D | -1.5% | -0.9% | -0.6% | -0.3% |
| 30D | -1.2% | -1.5% | +0.3% | +0.7% |
| 3M | +9.2% | +3.6% | +5.6% | +4.1% |
| 6M | +16.3% | +13.7% | +2.6% | -2.1% |
| YTD | +5.4% | +12.9% | -7.5% | -10.5% |
| 1Y | +7.6% | +17.2% | -9.6% | -13.2% |
| 3Y | +74.2% | +75.6% | -1.4% | -18.9% |
| 5Y | +66.1% | +75.5% | -9.3% | -24.5% |
| 10Y | +252.8% | +302.0% | -49.2% | -51.3% |
| All | +279.9% | +887.7% | -607.8% | -83.0% |
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 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