+1,174.8%
ITT vs VT
+374.2%
+800.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.7% | +0.4% | +0.2% | +0.2% |
| 30D | +0.1% | +1.0% | -0.9% | -0.9% |
| 3M | +5.9% | +2.4% | +3.6% | +3.3% |
| 6M | +3.7% | +12.0% | -8.3% | -7.9% |
| YTD | +18.2% | +15.3% | +2.9% | +1.6% |
| 1Y | +19.6% | +22.6% | -3.0% | -3.7% |
| 3Y | +102.6% | +74.7% | +27.9% | +13.9% |
| 5Y | +129.3% | +66.1% | +63.2% | +38.4% |
| 10Y | +519.5% | +225.0% | +294.5% | +105.5% |
| All | +1,174.8% | +374.2% | +800.6% | +225.9% |
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