+1.0%
XLU vs ITOT
+14.7%
-13.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | +2.6% | -0.7% | +3.3% | +2.7% |
| 30D | +9.1% | -1.1% | +10.2% | +9.3% |
| 3M | -0.4% | -0.8% | +0.4% | -0.3% |
| 6M | -4.7% | +7.0% | -11.6% | -5.9% |
| YTD | +4.3% | +13.3% | -9.0% | +1.4% |
| 1Y | +1.0% | +14.8% | -13.8% | -2.4% |
| All | +1.0% | +14.7% | -13.7% | -2.4% |
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