+91.6%
ITAN vs VT
+67.2%
+24.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | -0.3% |
| 7D | -0.7% | -0.7% | 0.0% | 0.0% |
| 30D | +3.1% | -1.7% | +4.8% | +4.9% |
| 3M | +2.7% | -2.3% | +5.0% | +5.1% |
| 6M | +13.7% | +1.5% | +12.2% | +11.4% |
| YTD | +24.0% | +12.0% | +12.0% | +8.6% |
| 1Y | +27.2% | +12.9% | +14.3% | +10.5% |
| 3Y | +99.0% | +74.9% | +24.1% | +4.8% |
| 5Y | +79.1% | +59.9% | +19.1% | +4.6% |
| All | +91.6% | +67.2% | +24.4% | +6.8% |
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