-87.5%
INSG vs VT
+224.5%
-312.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | -3.6% | +0.4% | -4.1% | -4.4% |
| 30D | -42.9% | +1.0% | -43.9% | -43.7% |
| 3M | -69.7% | +2.4% | -72.1% | -70.4% |
| 6M | -63.0% | +12.0% | -75.0% | -68.5% |
| YTD | -58.7% | +15.3% | -74.1% | -66.3% |
| 1Y | -66.9% | +22.6% | -89.5% | -75.2% |
| 3Y | -32.7% | +74.7% | -107.4% | -69.4% |
| 5Y | -95.1% | +66.1% | -161.2% | -97.4% |
| All | -87.5% | +224.5% | -312.0% | -97.1% |
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