+218.0%
ILCV vs VT
+214.8%
+3.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +0.8% |
| 7D | -0.9% | -4.2% | +3.2% | +2.8% |
| 30D | +1.7% | -5.8% | +7.5% | +7.1% |
| 3M | +1.8% | -5.2% | +7.0% | +6.6% |
| 6M | +10.3% | +0.1% | +10.2% | +9.6% |
| YTD | +16.6% | +8.2% | +8.4% | +7.8% |
| 1Y | +20.5% | +10.1% | +10.4% | +9.6% |
| 3Y | +77.2% | +69.7% | +7.6% | +8.4% |
| 5Y | +77.2% | +53.4% | +23.8% | +18.3% |
| All | +218.0% | +214.8% | +3.2% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling