+2.0%
ITRI vs VT
+345.0%
-343.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | +2.5% |
| 7D | +5.0% | -4.2% | +9.2% | +10.1% |
| 30D | +12.5% | -5.8% | +18.3% | +20.3% |
| 3M | -5.8% | -5.2% | -0.5% | +0.1% |
| 6M | +17.8% | +0.1% | +17.7% | +17.4% |
| YTD | +7.1% | +8.2% | -1.1% | -2.1% |
| 1Y | -7.2% | +10.1% | -17.3% | -16.8% |
| 3Y | +54.7% | +69.7% | -14.9% | -14.1% |
| 5Y | +25.7% | +53.4% | -27.7% | -19.8% |
| 10Y | +72.2% | +219.2% | -147.0% | -45.8% |
| All | +2.0% | +345.0% | -343.0% | -79.1% |
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