+277.1%
ITA vs VT
+221.4%
+55.6%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | -0.9% | +1.0% | -1.9% | -1.9% |
| 30D | -10.9% | -0.2% | -10.6% | -10.7% |
| 3M | -1.6% | +4.5% | -6.1% | -6.1% |
| 6M | -7.6% | +14.1% | -21.6% | -19.4% |
| YTD | +4.3% | +14.8% | -10.5% | -9.6% |
| 1Y | +13.7% | +21.2% | -7.5% | -6.8% |
| 3Y | +103.8% | +76.6% | +27.2% | +12.0% |
| 5Y | +125.1% | +66.6% | +58.5% | +30.8% |
| 10Y | +277.1% | +222.3% | +54.8% | +12.0% |
| All | +277.1% | +221.4% | +55.6% | +12.0% |
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 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