-63.2%
INSE vs VT
+215.5%
-278.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.4% |
| 7D | +3.6% | -2.3% | +6.0% | +6.8% |
| 30D | -1.3% | -5.0% | +3.6% | +5.5% |
| 3M | -44.1% | -4.9% | -39.2% | -40.2% |
| 6M | -48.6% | -1.5% | -47.1% | -47.6% |
| YTD | -60.5% | +8.5% | -69.0% | -64.2% |
| 1Y | -54.4% | +11.4% | -65.8% | -60.0% |
| 3Y | -64.7% | +70.1% | -134.7% | -80.8% |
| 5Y | -74.3% | +53.7% | -128.0% | -84.1% |
| All | -63.2% | +215.5% | -278.7% | -85.9% |
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