+18.2%
ITRI vs VT
+66.2%
-48.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.6% |
| 7D | -0.5% | +0.4% | -1.0% | -1.2% |
| 30D | -8.1% | +1.0% | -9.1% | -9.3% |
| 3M | +19.7% | +2.4% | +17.3% | +15.7% |
| 6M | +5.1% | +12.0% | -6.9% | -10.3% |
| YTD | +4.5% | +15.3% | -10.9% | -14.4% |
| 1Y | -19.9% | +22.6% | -42.5% | -39.5% |
| 3Y | +41.6% | +74.7% | -33.0% | -35.6% |
| All | +18.2% | +66.2% | -48.0% | -41.2% |
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 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