-98.5%
ITP vs VT
+57.5%
-156.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -45.5% | -0.5% | -45.0% | -45.1% |
| 7D | -50.0% | -0.1% | -49.9% | -49.8% |
| 30D | -60.0% | -3.1% | -56.9% | -58.9% |
| 3M | -66.7% | -3.5% | -63.2% | -65.6% |
| 6M | -68.4% | +0.5% | -68.9% | -68.3% |
| YTD | -72.7% | +10.8% | -83.5% | -74.4% |
| 1Y | -76.9% | +11.9% | -88.8% | -78.4% |
| 3Y | -80.0% | +73.0% | -153.0% | -87.3% |
| 5Y | -98.5% | +58.6% | -157.1% | -98.8% |
| All | -98.5% | +57.5% | -156.0% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling