+313.5%
ITB vs VT
+223.7%
+89.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | -0.1% |
| 7D | +2.6% | +0.4% | +2.2% | +2.1% |
| 30D | +17.3% | -2.6% | +19.9% | +20.8% |
| 3M | -0.8% | -3.2% | +2.4% | +3.0% |
| 6M | +8.0% | +0.9% | +7.1% | +6.4% |
| YTD | +4.5% | +11.3% | -6.8% | -8.6% |
| 1Y | +2.2% | +14.0% | -11.8% | -13.2% |
| 3Y | +28.3% | +75.8% | -47.6% | -36.3% |
| 5Y | +37.0% | +57.8% | -20.8% | -21.2% |
| 10Y | +313.5% | +219.8% | +93.7% | +0.2% |
| All | +313.5% | +223.7% | +89.8% | +0.2% |
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