+152.0%
ITEQ vs VT
+239.7%
-87.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | +0.4% | -1.9% | -1.9% |
| 30D | -3.8% | +1.0% | -4.7% | -4.7% |
| 3M | -8.2% | +2.4% | -10.6% | -10.2% |
| 6M | +5.1% | +12.0% | -6.9% | -6.6% |
| YTD | +7.3% | +15.3% | -8.1% | -7.6% |
| 1Y | +13.9% | +22.6% | -8.7% | -7.9% |
| 3Y | +41.0% | +74.7% | -33.7% | -20.7% |
| 5Y | -10.2% | +66.1% | -76.4% | -46.3% |
| 10Y | +145.3% | +225.0% | -79.7% | -19.6% |
| All | +152.0% | +239.7% | -87.7% | -21.1% |
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