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  • VTI vs IT✓SelectedUSD · ITVTI vs IT performance historyLatest closeAs of-0.56%09/08
Stock and ETF performance explorer

VTI vs IT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+954.4%
IT return
+1,697.8%
Excess return
-743.4%
Maximum drawdown
-55.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioITExcessAlpha
1D-0.6%-7.4%+6.9%+1.6%
7D+0.6%-9.1%+9.8%+3.3%
30D-1.1%-7.0%+5.9%+0.6%
3M+3.9%+7.6%-3.7%-0.7%
6M+14.6%+2.1%+12.5%+10.1%
YTD+13.3%-31.6%+44.9%+21.5%
1Y+19.2%-29.9%+49.1%+25.9%
3Y+77.4%-51.3%+128.7%+104.5%
5Y+74.0%-44.8%+118.8%+90.1%
10Y+294.6%+91.4%+203.3%+178.8%
All+954.4%+1,697.8%-743.4%+263.7%

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