-98.2%
ITP vs VT
+345.0%
-443.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -4.1% | -3.6% | -4.9% |
| 7D | 0.0% | -4.2% | +4.2% | +3.1% |
| 30D | -20.0% | -5.8% | -14.2% | -16.5% |
| 3M | -33.3% | -5.2% | -28.1% | -30.6% |
| 6M | -36.8% | +0.1% | -37.0% | -36.6% |
| YTD | -45.5% | +8.2% | -53.7% | -47.8% |
| 1Y | -52.0% | +10.1% | -62.1% | -54.6% |
| 3Y | -61.3% | +69.7% | -131.0% | -73.3% |
| 5Y | -97.1% | +53.4% | -150.4% | -97.8% |
| 10Y | -98.9% | +219.2% | -318.2% | -99.5% |
| All | -98.2% | +345.0% | -443.2% | -99.5% |
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