-7.1%
ITRI vs VT
+10.5%
-17.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.3% |
| 7D | +2.7% | -2.3% | +5.1% | +5.3% |
| 30D | +15.0% | -5.0% | +20.0% | +21.6% |
| 3M | -4.3% | -4.9% | +0.6% | +1.3% |
| 6M | +18.6% | -1.5% | +20.2% | +20.3% |
| YTD | +6.0% | +8.5% | -2.5% | -6.6% |
| 1Y | -7.1% | +11.4% | -18.5% | -20.3% |
| All | -7.1% | +10.5% | -17.6% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling