+57.0%
INDV vs VT
+224.5%
-167.4%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | -9.8% | +1.0% | -10.8% | -10.0% |
| 3M | -6.7% | +2.4% | -9.1% | -7.4% |
| 6M | +8.6% | +12.0% | -3.4% | +5.5% |
| YTD | -2.6% | +15.3% | -18.0% | -6.1% |
| 1Y | +41.3% | +22.6% | +18.7% | +34.3% |
| 3Y | +53.6% | +74.7% | -21.0% | +37.6% |
| 5Y | +149.6% | +66.1% | +83.4% | +133.1% |
| All | +57.0% | +224.5% | -167.4% | +5.1% |
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