+47.7%
ITDB vs VT
+74.7%
-27.1%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | +0.3% |
| 7D | -1.7% | -4.2% | +2.5% | +0.6% |
| 30D | -1.5% | -5.8% | +4.3% | +1.8% |
| 3M | -2.7% | -5.2% | +2.6% | +0.2% |
| 6M | +0.2% | +0.1% | +0.1% | 0.0% |
| YTD | +4.7% | +8.2% | -3.6% | -0.1% |
| 1Y | +5.8% | +10.1% | -4.3% | +0.1% |
| 3Y | +42.7% | +69.7% | -27.0% | +2.3% |
| All | +47.7% | +74.7% | -27.1% | +2.9% |
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