+90.3%
IT vs VT
+223.7%
-133.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -2.1% |
| 7D | -18.8% | +0.4% | -19.2% | -19.1% |
| 30D | -0.1% | -2.6% | +2.5% | +2.4% |
| 3M | +2.9% | -3.2% | +6.2% | +6.0% |
| 6M | +20.4% | +0.9% | +19.5% | +17.5% |
| YTD | -24.3% | +11.3% | -35.6% | -33.8% |
| 1Y | -17.2% | +14.0% | -31.2% | -29.5% |
| 3Y | -52.4% | +75.8% | -128.2% | -74.6% |
| 5Y | -43.7% | +57.8% | -101.5% | -65.9% |
| 10Y | +90.3% | +219.8% | -129.5% | -42.1% |
| All | +90.3% | +223.7% | -133.4% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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