+69.7%
VT vs IT
-48.9%
+118.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -3.7% |
| 7D | -4.2% | -12.0% | +7.8% | -3.3% |
| 30D | -5.8% | +7.1% | -12.9% | -6.6% |
| 3M | -5.2% | +6.3% | -11.5% | -6.2% |
| 6M | +0.1% | +32.5% | -32.4% | -3.5% |
| YTD | +8.2% | -21.5% | +29.7% | +13.0% |
| 1Y | +10.1% | -16.5% | +26.6% | +13.5% |
| All | +69.7% | -48.9% | +118.6% | +96.8% |
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