+832.1%
ITIC vs VT
+346.0%
+486.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -4.6% | -2.3% | -2.3% | -3.6% |
| 30D | -13.4% | -5.0% | -8.5% | -11.4% |
| 3M | -13.1% | -4.9% | -8.2% | -11.1% |
| 6M | +9.3% | -1.5% | +10.8% | +9.6% |
| YTD | +3.3% | +8.5% | -5.2% | -1.2% |
| 1Y | -2.9% | +11.4% | -14.3% | -8.2% |
| 3Y | +104.2% | +70.1% | +34.1% | +60.1% |
| 5Y | +44.8% | +53.7% | -8.9% | +18.3% |
| 10Y | +320.7% | +220.0% | +100.8% | +179.0% |
| All | +832.1% | +346.0% | +486.1% | +540.0% |
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