+106.2%
XLP vs ITOT
+293.9%
-187.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | -2.9% | -0.4% | -2.5% | -2.7% |
| 30D | -2.2% | -1.6% | -0.7% | -1.5% |
| 3M | -0.6% | +3.5% | -4.1% | -2.5% |
| 6M | -2.2% | +13.1% | -15.3% | -8.7% |
| YTD | +8.3% | +12.7% | -4.5% | +1.1% |
| 1Y | +5.7% | +18.3% | -12.6% | -4.0% |
| 3Y | +25.7% | +76.4% | -50.7% | -10.5% |
| 5Y | +31.3% | +73.8% | -42.5% | -7.0% |
| 10Y | +106.2% | +301.2% | -195.1% | -16.2% |
| All | +106.2% | +293.9% | -187.7% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling