-98.9%
ITP vs VT
+215.5%
-314.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | 0.0% | -2.3% | +2.3% | +1.5% |
| 30D | -14.3% | -5.0% | -9.3% | -11.7% |
| 3M | -33.3% | -4.9% | -28.5% | -31.2% |
| 6M | -40.0% | -1.5% | -38.5% | -39.2% |
| YTD | -45.5% | +8.5% | -53.9% | -47.3% |
| 1Y | -53.8% | +11.4% | -65.2% | -56.0% |
| 3Y | -62.5% | +70.1% | -132.6% | -71.9% |
| 5Y | -97.1% | +53.7% | -150.8% | -97.7% |
| All | -98.9% | +215.5% | -314.5% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling