-62.3%
XYZ vs ITOT
+64.2%
-126.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.5% |
| 7D | +12.6% | -0.5% | +13.1% | +14.0% |
| 30D | +10.8% | -3.4% | +14.2% | +19.8% |
| 3M | +8.4% | -3.1% | +11.4% | +16.5% |
| 6M | +14.3% | +2.2% | +12.1% | +8.7% |
| YTD | +31.5% | +11.0% | +20.5% | +4.1% |
| 1Y | +28.1% | +11.4% | +16.7% | +0.5% |
| 3Y | +66.2% | +76.4% | -10.2% | -57.6% |
| 5Y | -62.3% | +65.1% | -127.4% | -86.8% |
| All | -62.3% | +64.2% | -126.5% | -86.8% |
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