+235.4%
ITA vs VT
+222.7%
+12.7%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -1.4% |
| 7D | +5.3% | +2.9% | +2.4% | +2.3% |
| 30D | +5.5% | -2.5% | +8.0% | +8.2% |
| 3M | -14.4% | -3.3% | -11.0% | -11.5% |
| 6M | -4.3% | +1.5% | -5.9% | -6.1% |
| YTD | +0.5% | +11.4% | -10.9% | -10.3% |
| 1Y | +2.9% | +11.9% | -9.0% | -8.6% |
| 3Y | +92.8% | +73.9% | +19.0% | +7.4% |
| 5Y | +109.5% | +57.9% | +51.6% | +28.9% |
| All | +235.4% | +222.7% | +12.7% | +2.0% |
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