+907.7%
ITA vs VT
+374.2%
+533.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -3.1% | +0.4% | -3.5% | -3.5% |
| 30D | -10.6% | +1.0% | -11.5% | -11.4% |
| 3M | -2.5% | +2.4% | -4.9% | -4.7% |
| 6M | -8.5% | +12.0% | -20.5% | -17.5% |
| YTD | +5.2% | +15.3% | -10.1% | -7.6% |
| 1Y | +14.2% | +22.6% | -8.4% | -5.0% |
| 3Y | +98.1% | +74.7% | +23.4% | +18.9% |
| 5Y | +123.4% | +66.1% | +57.3% | +39.4% |
| 10Y | +278.7% | +225.0% | +53.7% | +34.1% |
| All | +907.7% | +374.2% | +533.5% | +154.1% |
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