+87.9%
IT vs VT
+222.7%
-134.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.5% |
| 7D | -3.7% | +2.9% | -6.5% | -6.4% |
| 30D | -3.1% | -2.5% | -0.6% | -0.8% |
| 3M | +6.3% | -3.3% | +9.7% | +9.6% |
| 6M | +24.8% | +1.5% | +23.2% | +21.0% |
| YTD | -24.4% | +11.4% | -35.7% | -33.9% |
| 1Y | -17.1% | +11.9% | -29.0% | -28.0% |
| 3Y | -53.6% | +73.9% | -127.5% | -75.0% |
| 5Y | -42.5% | +57.9% | -100.4% | -65.2% |
| All | +87.9% | +222.7% | -134.8% | -44.7% |
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