+148.8%
INSP vs VT
+160.1%
-11.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.8% |
| 7D | +1.0% | +1.0% | 0.0% | -0.4% |
| 30D | +3.3% | -0.2% | +3.5% | +3.6% |
| 3M | +48.2% | +4.5% | +43.6% | +39.1% |
| 6M | -1.3% | +14.1% | -15.4% | -18.8% |
| YTD | -32.6% | +14.8% | -47.4% | -45.1% |
| 1Y | -25.6% | +21.2% | -46.8% | -43.8% |
| 3Y | -72.3% | +76.6% | -148.9% | -87.8% |
| 5Y | -73.8% | +66.6% | -140.4% | -87.0% |
| All | +148.8% | +160.1% | -11.3% | -32.5% |
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