+41.0%
XRT vs ITOT
+75.4%
-34.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.1% |
| 7D | -2.4% | -0.4% | -2.0% | -2.0% |
| 30D | -6.9% | -1.6% | -5.4% | -5.4% |
| 3M | -0.4% | +3.5% | -4.0% | -4.0% |
| 6M | +2.2% | +13.1% | -10.9% | -10.2% |
| YTD | -0.7% | +12.7% | -13.4% | -12.4% |
| 1Y | -2.0% | +18.3% | -20.3% | -17.8% |
| All | +41.0% | +75.4% | -34.5% | -24.8% |
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