+14.5%
ITA vs VT
+21.2%
-6.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.2% |
| 6M | -7.6% | +14.1% | -21.6% | -20.0% |
| YTD | +4.3% | +14.8% | -10.5% | -10.9% |
| All | +14.5% | +21.2% | -6.7% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling