+852.7%
IT vs VT
+345.0%
+507.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -0.7% |
| 7D | -12.0% | -4.2% | -7.8% | -8.6% |
| 30D | +7.1% | -5.8% | +12.9% | +12.8% |
| 3M | +6.3% | -5.2% | +11.5% | +11.2% |
| 6M | +32.5% | +0.1% | +32.4% | +30.6% |
| YTD | -21.5% | +8.2% | -29.7% | -28.4% |
| 1Y | -16.5% | +10.1% | -26.6% | -25.1% |
| 3Y | -48.8% | +69.7% | -118.4% | -69.1% |
| 5Y | -40.2% | +53.4% | -93.6% | -60.0% |
| 10Y | +112.1% | +219.2% | -107.1% | -24.1% |
| All | +852.7% | +345.0% | +507.7% | +149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling