-0.9%
XRT vs ITOT
+74.3%
-75.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +0.4% |
| 7D | -3.2% | -0.9% | -2.3% | -2.2% |
| 30D | -4.5% | -1.5% | -3.0% | -2.9% |
| 3M | -3.1% | +3.6% | -6.6% | -7.1% |
| 6M | +4.2% | +13.7% | -9.5% | -10.6% |
| YTD | -0.1% | +12.9% | -13.0% | -13.7% |
| 1Y | -3.0% | +17.2% | -20.2% | -19.8% |
| 3Y | +41.8% | +75.6% | -33.8% | -29.1% |
| All | -0.9% | +74.3% | -75.2% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling