+38.3%
ITDJ vs VT
+38.0%
+0.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +1.1% | +1.0% | +0.1% | +0.1% |
| 30D | -0.3% | -0.2% | 0.0% | 0.0% |
| 3M | +4.7% | +4.5% | +0.1% | +0.1% |
| 6M | +13.9% | +14.1% | -0.1% | -0.1% |
| YTD | +14.8% | +14.8% | 0.0% | +0.1% |
| 1Y | +21.2% | +21.2% | 0.0% | 0.0% |
| All | +38.3% | +38.0% | +0.3% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling