-54.5%
INSE vs VT
+222.7%
-277.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.7% |
| 7D | +25.4% | +2.9% | +22.5% | +21.0% |
| 30D | +21.3% | -2.5% | +23.8% | +25.4% |
| 3M | -29.0% | -3.3% | -25.6% | -25.6% |
| 6M | -40.3% | +1.5% | -41.8% | -41.4% |
| YTD | -53.1% | +11.4% | -64.5% | -58.9% |
| 1Y | -47.1% | +11.9% | -59.0% | -53.9% |
| 3Y | -44.1% | +73.9% | -118.0% | -70.5% |
| 5Y | -71.9% | +57.9% | -129.8% | -83.2% |
| All | -54.5% | +222.7% | -277.2% | -83.0% |
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