+796.7%
IT vs VT
+374.2%
+422.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -6.0% | +0.4% | -6.5% | -6.4% |
| 30D | 0.0% | +1.0% | -1.0% | -0.9% |
| 3M | +13.1% | +2.4% | +10.7% | +9.8% |
| 6M | +11.7% | +12.0% | -0.3% | -1.0% |
| YTD | -26.1% | +15.3% | -41.4% | -36.2% |
| 1Y | -21.3% | +22.6% | -43.8% | -35.7% |
| 3Y | -46.7% | +74.7% | -121.4% | -68.6% |
| 5Y | -40.5% | +66.1% | -106.6% | -62.8% |
| 10Y | +103.9% | +225.0% | -121.1% | -28.2% |
| All | +796.7% | +374.2% | +422.5% | +121.8% |
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