+641.0%
ITB vs VT
+346.0%
+295.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.4% |
| 7D | +4.1% | -2.3% | +6.4% | +6.9% |
| 30D | +14.0% | -5.0% | +18.9% | +20.6% |
| 3M | -1.1% | -4.9% | +3.7% | +4.6% |
| 6M | +2.3% | -1.5% | +3.8% | +3.9% |
| YTD | +1.4% | +8.5% | -7.0% | -8.0% |
| 1Y | +0.1% | +11.4% | -11.3% | -12.0% |
| 3Y | +24.3% | +70.1% | -45.8% | -33.4% |
| 5Y | +36.4% | +53.7% | -17.3% | -16.5% |
| 10Y | +307.2% | +220.0% | +87.2% | +10.6% |
| All | +641.0% | +346.0% | +295.0% | +92.4% |
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