+604.5%
XYZ vs ITOT
+293.9%
+310.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | +0.2% |
| 7D | -3.7% | -0.4% | -3.3% | -3.0% |
| 30D | +0.5% | -1.6% | +2.1% | +4.0% |
| 3M | +16.3% | +3.5% | +12.7% | +8.8% |
| 6M | +21.1% | +13.1% | +8.0% | -4.2% |
| YTD | +22.0% | +12.7% | +9.3% | -2.3% |
| 1Y | +5.2% | +18.3% | -13.2% | -23.2% |
| 3Y | +49.6% | +76.4% | -26.8% | -48.1% |
| 5Y | -68.4% | +73.8% | -142.2% | -86.9% |
| 10Y | +604.5% | +301.2% | +303.3% | -5.4% |
| All | +604.5% | +293.9% | +310.7% | -5.4% |
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