+591.8%
XLP vs ITOT
+896.7%
-304.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -0.9% | 0.0% | -0.9% | -0.9% |
| 3M | +3.8% | +2.0% | +1.9% | +2.5% |
| 6M | -1.7% | +13.0% | -14.8% | -8.4% |
| YTD | +10.3% | +14.0% | -3.7% | +2.2% |
| 1Y | +7.8% | +19.9% | -12.1% | -3.1% |
| 3Y | +27.2% | +75.8% | -48.6% | -9.0% |
| 5Y | +32.5% | +73.8% | -41.3% | -5.9% |
| 10Y | +101.8% | +295.9% | -194.1% | -12.0% |
| All | +591.8% | +896.7% | -304.9% | +70.6% |
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