+70.1%
VT vs IT
-51.0%
+121.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.3% | +0.6% |
| 7D | -2.3% | -16.9% | +14.6% | -1.0% |
| 30D | -5.0% | +2.3% | -7.3% | -5.4% |
| 3M | -4.9% | +2.9% | -7.7% | -5.6% |
| 6M | -1.5% | +25.9% | -27.4% | -4.7% |
| YTD | +8.5% | -24.6% | +33.1% | +13.7% |
| 1Y | +11.4% | -16.0% | +27.4% | +14.1% |
| 3Y | +70.1% | -51.6% | +121.6% | +97.8% |
| All | +70.1% | -51.0% | +121.1% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling