+21.0%
XLP vs ITOT
+11.7%
+9.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -0.2% | +3.3% | -3.5% | -0.1% |
| 30D | +8.2% | -2.5% | +10.6% | +7.9% |
| 3M | +7.7% | -2.3% | +10.1% | +7.5% |
| 6M | +9.3% | +3.0% | +6.3% | +9.2% |
| YTD | +19.5% | +11.9% | +7.6% | +17.8% |
| 1Y | +21.0% | +12.0% | +9.0% | +19.4% |
| All | +21.0% | +11.7% | +9.3% | +19.4% |
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