+1.0%
ITRI vs VT
+346.0%
-345.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.3% |
| 7D | +2.7% | -2.3% | +5.1% | +5.4% |
| 30D | +15.0% | -5.0% | +20.0% | +21.7% |
| 3M | -4.3% | -4.9% | +0.6% | +1.3% |
| 6M | +18.6% | -1.5% | +20.2% | +20.6% |
| YTD | +6.0% | +8.5% | -2.5% | -3.3% |
| 1Y | -7.1% | +11.4% | -18.5% | -17.8% |
| 3Y | +51.5% | +70.1% | -18.6% | -16.2% |
| 5Y | +24.4% | +53.7% | -29.3% | -20.8% |
| 10Y | +70.5% | +220.0% | -149.5% | -46.5% |
| All | +1.0% | +346.0% | -345.0% | -79.4% |
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