+39.7%
XOP vs ITOT
+74.3%
-34.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.7% |
| 7D | +1.6% | -2.0% | +3.7% | +3.0% |
| 30D | +9.6% | -2.0% | +11.5% | +11.0% |
| 3M | +16.9% | +4.5% | +12.4% | +12.6% |
| 6M | +24.0% | +12.6% | +11.4% | +11.6% |
| YTD | +56.2% | +12.0% | +44.2% | +41.0% |
| 1Y | +51.8% | +17.3% | +34.5% | +30.8% |
| All | +39.7% | +74.3% | -34.6% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling