-68.6%
XYZ vs ITOT
+73.9%
-142.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.7% | -1.9% |
| 7D | +2.9% | +0.7% | +2.2% | +1.4% |
| 30D | +1.4% | -1.1% | +2.5% | +4.3% |
| 3M | +14.6% | +3.9% | +10.7% | +5.1% |
| 6M | +20.8% | +14.7% | +6.0% | -11.6% |
| YTD | +23.1% | +13.3% | +9.7% | -6.8% |
| 1Y | +5.6% | +19.1% | -13.5% | -28.7% |
| 3Y | +50.9% | +77.3% | -26.4% | -61.2% |
| 5Y | -68.6% | +74.1% | -142.6% | -90.1% |
| All | -68.6% | +73.9% | -142.4% | -90.1% |
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