+93.0%
ITIC vs VT
+74.5%
+18.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.8% | -4.0% |
| 7D | -3.7% | +2.9% | -6.6% | -5.8% |
| 30D | -13.7% | -2.5% | -11.1% | -12.1% |
| 3M | -10.3% | -3.3% | -7.0% | -8.1% |
| 6M | +6.6% | +1.5% | +5.1% | +4.2% |
| YTD | +1.3% | +11.4% | -10.0% | -9.6% |
| 1Y | -7.2% | +11.9% | -19.2% | -17.8% |
| All | +93.0% | +74.5% | +18.5% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling