+83.2%
ITM vs VT
+346.0%
-262.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.3% |
| 7D | +0.7% | -2.3% | +3.0% | +0.7% |
| 30D | +4.8% | -5.0% | +9.7% | +4.9% |
| 3M | +0.2% | -4.9% | +5.1% | +0.3% |
| 6M | -0.5% | -1.5% | +1.0% | -0.5% |
| YTD | -0.3% | +8.5% | -8.8% | -0.5% |
| 1Y | +0.5% | +11.4% | -10.9% | +0.2% |
| 3Y | +13.1% | +70.1% | -57.0% | +11.6% |
| 5Y | +1.7% | +53.7% | -52.0% | +0.5% |
| 10Y | +19.4% | +220.0% | -200.6% | +16.8% |
| All | +83.2% | +346.0% | -262.8% | +78.2% |
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 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