+192.9%
XOM vs ITOT
+303.4%
-110.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | -0.2% |
| 7D | +4.1% | -0.9% | +5.0% | +4.8% |
| 30D | +4.6% | -1.5% | +6.0% | +5.6% |
| 3M | +14.0% | +3.6% | +10.4% | +10.4% |
| 6M | +11.0% | +13.7% | -2.7% | -0.8% |
| YTD | +40.7% | +12.9% | +27.8% | +26.2% |
| 1Y | +52.3% | +17.2% | +35.1% | +32.3% |
| 3Y | +60.5% | +75.6% | -15.2% | -3.1% |
| 5Y | +266.4% | +75.5% | +190.9% | +116.4% |
| All | +192.9% | +303.4% | -110.5% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling