+377.4%
VT vs IT
+774.0%
-396.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +1.5% |
| 7D | +0.4% | -6.0% | +6.5% | +2.4% |
| 30D | +1.0% | 0.0% | +1.0% | +0.6% |
| 3M | +2.4% | +13.1% | -10.7% | -4.3% |
| 6M | +12.0% | +11.7% | +0.3% | +3.7% |
| YTD | +15.3% | -26.1% | +41.4% | +22.2% |
| 1Y | +22.6% | -21.3% | +43.8% | +25.5% |
| 3Y | +74.7% | -46.7% | +121.4% | +99.4% |
| 5Y | +66.1% | -40.5% | +106.6% | +77.0% |
| 10Y | +225.0% | +103.9% | +121.1% | +89.6% |
| All | +377.4% | +774.0% | -396.5% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling