+88.3%
ITAN vs VT
+72.1%
+16.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.2% | +0.4% | -0.7% | -0.7% |
| 30D | +1.9% | +1.0% | +0.9% | +0.8% |
| 3M | +5.6% | +2.4% | +3.2% | +2.7% |
| 6M | +20.0% | +12.0% | +8.0% | +5.5% |
| YTD | +21.9% | +15.3% | +6.6% | +3.6% |
| 1Y | +33.8% | +22.6% | +11.2% | +6.2% |
| 3Y | +87.9% | +74.7% | +13.2% | -0.5% |
| 5Y | +80.4% | +66.1% | +14.3% | +1.2% |
| All | +88.3% | +72.1% | +16.3% | +1.9% |
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