+66.6%
VT vs IT
-40.5%
+107.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.8% |
| 7D | +0.4% | -6.0% | +6.5% | +1.5% |
| 30D | +1.0% | 0.0% | +1.0% | +0.8% |
| 3M | +2.4% | +13.1% | -10.7% | -0.8% |
| 6M | +12.0% | +11.7% | +0.3% | +8.0% |
| YTD | +15.3% | -26.1% | +41.4% | +22.8% |
| 1Y | +22.6% | -21.3% | +43.8% | +27.2% |
| 3Y | +74.7% | -46.7% | +121.4% | +98.4% |
| All | +66.6% | -40.5% | +107.1% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling