+824.9%
XLY vs ITOT
+887.7%
-62.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | 0.0% |
| 7D | -1.7% | -0.9% | -0.8% | -0.8% |
| 30D | -4.2% | -1.5% | -2.7% | -2.7% |
| 3M | -2.7% | +3.6% | -6.2% | -6.1% |
| 6M | -0.6% | +13.7% | -14.3% | -13.0% |
| YTD | -5.0% | +12.9% | -18.0% | -16.2% |
| 1Y | -4.1% | +17.2% | -21.3% | -18.6% |
| 3Y | +33.6% | +75.6% | -42.0% | -24.8% |
| 5Y | +28.7% | +75.5% | -46.8% | -26.1% |
| 10Y | +219.6% | +302.0% | -82.3% | -20.4% |
| All | +824.9% | +887.7% | -62.8% | -8.3% |
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