+123.0%
XRT vs ITOT
+303.4%
-180.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +0.5% |
| 7D | -3.2% | -0.9% | -2.3% | -2.2% |
| 30D | -4.5% | -1.5% | -3.0% | -3.0% |
| 3M | -3.1% | +3.6% | -6.6% | -6.8% |
| 6M | +4.2% | +13.7% | -9.5% | -9.6% |
| YTD | -0.1% | +12.9% | -13.0% | -12.7% |
| 1Y | -3.0% | +17.2% | -20.2% | -18.6% |
| 3Y | +41.8% | +75.6% | -33.8% | -23.5% |
| 5Y | -1.3% | +75.5% | -76.8% | -45.9% |
| All | +123.0% | +303.4% | -180.5% | -49.3% |
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 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