+513.3%
XRT vs ITOT
+765.5%
-252.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -4.2% | 0.0% | -4.2% | -4.2% |
| 3M | +5.1% | +2.0% | +3.1% | +2.7% |
| 6M | +2.4% | +13.0% | -10.6% | -10.5% |
| YTD | +3.2% | +14.0% | -10.8% | -10.6% |
| 1Y | +1.5% | +19.9% | -18.4% | -16.7% |
| 3Y | +40.6% | +75.8% | -35.3% | -23.6% |
| 5Y | -1.0% | +73.8% | -74.8% | -44.5% |
| 10Y | +128.4% | +295.9% | -167.5% | -46.5% |
| All | +513.3% | +765.5% | -252.1% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling