+538.9%
XRT vs ITOT
+746.7%
-207.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +1.7% | +2.5% | -0.8% | -0.9% |
| 30D | +7.5% | -1.7% | +9.2% | +9.3% |
| 3M | +2.2% | -3.4% | +5.5% | +5.8% |
| 6M | +14.7% | +2.1% | +12.5% | +11.7% |
| YTD | +7.5% | +11.5% | -4.0% | -4.8% |
| 1Y | +14.1% | +13.6% | +0.5% | -1.0% |
| 3Y | +58.8% | +77.2% | -18.4% | -14.6% |
| 5Y | -3.9% | +64.4% | -68.3% | -43.0% |
| 10Y | +137.7% | +288.6% | -150.9% | -43.4% |
| All | +538.9% | +746.7% | -207.8% | -32.0% |
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