+641.7%
XLP vs ITOT
+851.4%
-209.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | +0.7% | -2.7% | +3.4% | +2.1% |
| 30D | +10.3% | -5.2% | +15.4% | +13.2% |
| 3M | +6.5% | -4.4% | +10.9% | +8.9% |
| 6M | +8.4% | +0.4% | +8.0% | +7.6% |
| YTD | +18.2% | +8.8% | +9.4% | +12.1% |
| 1Y | +22.4% | +11.0% | +11.4% | +14.7% |
| 3Y | +41.9% | +74.4% | -32.6% | +1.6% |
| 5Y | +40.9% | +60.0% | -19.2% | +4.5% |
| 10Y | +128.4% | +296.0% | -167.7% | -0.7% |
| All | +641.7% | +851.4% | -209.8% | +87.2% |
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 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