+572.5%
ITT vs VT
+215.5%
+357.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.6% |
| 7D | +3.6% | -2.3% | +5.9% | +6.7% |
| 30D | +2.6% | -5.0% | +7.5% | +9.8% |
| 3M | -4.0% | -4.9% | +0.9% | +2.7% |
| 6M | -4.7% | -1.5% | -3.2% | -2.8% |
| YTD | +19.2% | +8.5% | +10.7% | +6.5% |
| 1Y | +11.7% | +11.4% | +0.3% | -3.8% |
| 3Y | +109.3% | +70.1% | +39.2% | +2.3% |
| 5Y | +108.3% | +53.7% | +54.5% | +18.8% |
| All | +572.5% | +215.5% | +357.0% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling