-84.4%
INSG vs VT
+214.8%
-299.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -4.1% | -14.6% | -11.8% |
| 7D | -20.8% | -4.2% | -16.6% | -13.7% |
| 30D | -16.9% | -5.8% | -11.1% | -6.5% |
| 3M | -47.1% | -5.2% | -41.9% | -40.9% |
| 6M | -78.2% | +0.1% | -78.4% | -77.4% |
| YTD | -61.7% | +8.2% | -70.0% | -64.6% |
| 1Y | -72.7% | +10.1% | -82.8% | -75.4% |
| 3Y | +6.2% | +69.7% | -63.4% | -47.9% |
| 5Y | -94.4% | +53.4% | -147.8% | -96.7% |
| All | -84.4% | +214.8% | -299.2% | -95.9% |
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