+55.0%
XOP vs ITOT
+303.4%
-248.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.9% |
| 7D | +2.6% | -0.9% | +3.5% | +3.7% |
| 30D | +9.6% | -1.5% | +11.0% | +11.4% |
| 3M | +20.4% | +3.6% | +16.8% | +14.5% |
| 6M | +19.9% | +13.7% | +6.2% | +0.1% |
| YTD | +56.4% | +12.9% | +43.5% | +31.3% |
| 1Y | +52.4% | +17.2% | +35.3% | +21.9% |
| 3Y | +39.9% | +75.6% | -35.7% | -34.4% |
| 5Y | +163.7% | +75.5% | +88.2% | +22.6% |
| All | +55.0% | +303.4% | -248.4% | -76.0% |
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