+7.2%
XYZ vs ITOT
+16.9%
-9.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.8% |
| 7D | -5.2% | -2.0% | -3.1% | -1.4% |
| 30D | 0.0% | -2.0% | +2.0% | +4.0% |
| 3M | +18.7% | +4.5% | +14.1% | +9.4% |
| 6M | +20.5% | +12.6% | +7.9% | -3.2% |
| YTD | +21.5% | +12.0% | +9.5% | -0.6% |
| 1Y | +7.2% | +17.3% | -10.0% | -17.6% |
| All | +7.2% | +16.9% | -9.7% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling