+533.2%
XYZ vs ITOT
+322.1%
+211.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.1% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -1.7% | 0.0% | -1.7% | -1.5% |
| 3M | +16.7% | +2.0% | +14.8% | +12.7% |
| 6M | +26.9% | +13.0% | +13.8% | +0.9% |
| YTD | +27.1% | +14.0% | +13.2% | +0.2% |
| 1Y | +9.3% | +19.9% | -10.7% | -21.6% |
| 3Y | +42.3% | +75.8% | -33.5% | -48.9% |
| 5Y | -69.3% | +73.8% | -143.2% | -87.0% |
| 10Y | +586.8% | +295.9% | +290.9% | -3.9% |
| All | +533.2% | +322.1% | +211.1% | -22.8% |
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 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