-60.3%
INSE vs VT
+223.7%
-283.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.6% | +4.8% | +4.1% |
| 7D | +4.9% | +0.4% | +4.5% | +4.6% |
| 30D | +6.0% | -2.6% | +8.6% | +9.9% |
| 3M | -40.2% | -3.2% | -37.0% | -37.4% |
| 6M | -50.1% | +0.9% | -51.0% | -50.5% |
| YTD | -57.5% | +11.3% | -68.8% | -62.7% |
| 1Y | -51.1% | +14.0% | -65.1% | -58.3% |
| 3Y | -45.8% | +75.8% | -121.6% | -71.7% |
| 5Y | -72.7% | +57.8% | -130.6% | -83.7% |
| 10Y | -60.3% | +219.8% | -280.1% | -85.1% |
| All | -60.3% | +223.7% | -283.9% | -85.1% |
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