+682.0%
XLV vs ITOT
+887.7%
-205.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.8% |
| 7D | -3.6% | -0.9% | -2.6% | -2.9% |
| 30D | -1.8% | -1.5% | -0.4% | -0.8% |
| 3M | +7.8% | +3.6% | +4.2% | +4.9% |
| 6M | +9.1% | +13.7% | -4.6% | -0.6% |
| YTD | +7.7% | +12.9% | -5.2% | -1.5% |
| 1Y | +20.4% | +17.2% | +3.2% | +7.2% |
| 3Y | +30.8% | +75.6% | -44.9% | -13.7% |
| 5Y | +34.6% | +75.5% | -40.8% | -12.4% |
| 10Y | +173.4% | +302.0% | -128.6% | -2.6% |
| All | +682.0% | +887.7% | -205.7% | +45.4% |
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 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