+246.7%
ITA vs VT
+217.6%
+29.1%
-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% | +1.4% | +1.4% |
| 7D | +0.4% | -0.1% | +0.5% | +0.5% |
| 30D | +5.0% | -3.1% | +8.1% | +8.3% |
| 3M | -13.5% | -3.5% | -10.0% | -10.4% |
| 6M | -2.7% | +0.5% | -3.2% | -3.4% |
| YTD | +1.4% | +10.8% | -9.4% | -9.0% |
| 1Y | +3.1% | +11.9% | -8.8% | -8.4% |
| 3Y | +94.5% | +73.0% | +21.5% | +9.0% |
| 5Y | +109.9% | +58.6% | +51.3% | +28.4% |
| 10Y | +246.7% | +219.2% | +27.5% | +9.4% |
| All | +246.7% | +217.6% | +29.1% | +9.4% |
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