+112.9%
ITEQ vs VT
+218.8%
-105.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.1% | -2.7% | -2.4% |
| 7D | -14.1% | -4.2% | -9.9% | -10.0% |
| 30D | -16.8% | -5.8% | -11.0% | -11.1% |
| 3M | -18.7% | -5.2% | -13.4% | -13.6% |
| 6M | -18.2% | +0.1% | -18.3% | -17.9% |
| YTD | -9.3% | +8.2% | -17.6% | -16.3% |
| 1Y | -8.0% | +10.1% | -18.1% | -16.5% |
| 3Y | +36.4% | +69.7% | -33.3% | -20.6% |
| 5Y | -24.5% | +53.4% | -77.8% | -50.8% |
| 10Y | +124.5% | +219.2% | -94.7% | -23.9% |
| All | +112.9% | +218.8% | -105.8% | -28.5% |
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