+11.9%
VT vs IT
-17.7%
+29.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | +2.9% | -3.7% | +6.5% | +2.9% |
| 30D | -2.5% | -3.1% | +0.6% | -2.5% |
| 3M | -3.3% | +6.3% | -9.7% | -3.3% |
| 6M | +1.5% | +24.8% | -23.2% | +2.0% |
| YTD | +11.4% | -24.4% | +35.7% | +13.8% |
| 1Y | +11.9% | -17.1% | +29.0% | +13.0% |
| All | +11.9% | -17.7% | +29.6% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling