+20.7%
XLK vs ITOT
+14.7%
+6.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -2.7% |
| 7D | -7.6% | -0.7% | -6.9% | -6.4% |
| 30D | -12.2% | -1.1% | -11.1% | -10.3% |
| 3M | -5.5% | -0.8% | -4.6% | -3.8% |
| 6M | +9.2% | +7.0% | +2.2% | -1.2% |
| YTD | +23.0% | +13.3% | +9.7% | +2.7% |
| 1Y | +20.7% | +14.8% | +5.9% | -1.0% |
| All | +20.7% | +14.7% | +6.0% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling