+241.5%
XME vs ITOT
+760.6%
-519.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.9% |
| 7D | +3.6% | +0.7% | +3.0% | +2.6% |
| 30D | +3.6% | -1.1% | +4.7% | +5.3% |
| 3M | +1.2% | +3.9% | -2.7% | -3.8% |
| 6M | +9.0% | +14.7% | -5.7% | -9.3% |
| YTD | +15.9% | +13.3% | +2.6% | -1.7% |
| 1Y | +43.2% | +19.1% | +24.0% | +13.6% |
| 3Y | +137.4% | +77.3% | +60.0% | +6.8% |
| 5Y | +185.0% | +74.1% | +111.0% | +30.9% |
| 10Y | +409.5% | +293.1% | +116.3% | -31.6% |
| All | +241.5% | +760.6% | -519.1% | -86.9% |
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