+1,156.6%
ITT vs VT
+363.9%
+792.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -3.8% |
| 7D | +2.6% | -0.3% | +2.9% | +2.8% |
| 30D | -2.5% | -1.4% | -1.1% | -1.0% |
| 3M | -1.6% | -1.4% | -0.2% | 0.0% |
| 6M | -3.5% | +5.5% | -8.9% | -8.7% |
| YTD | +16.6% | +12.8% | +3.7% | +2.6% |
| 1Y | +9.0% | +15.4% | -6.4% | -6.3% |
| 3Y | +104.0% | +76.9% | +27.1% | +13.2% |
| 5Y | +110.7% | +60.4% | +50.3% | +32.0% |
| 10Y | +572.4% | +232.8% | +339.6% | +119.1% |
| All | +1,156.6% | +363.9% | +792.7% | +229.1% |
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