+1,745.0%
INSW vs VT
+226.2%
+1,518.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.9% | -6.5% |
| 7D | -11.1% | -0.3% | -10.8% | -10.9% |
| 30D | -14.8% | -1.4% | -13.3% | -13.9% |
| 3M | +12.8% | -1.4% | +14.2% | +13.8% |
| 6M | +30.2% | +5.5% | +24.7% | +23.7% |
| YTD | +134.6% | +12.8% | +121.8% | +110.9% |
| 1Y | +135.5% | +15.4% | +120.0% | +107.4% |
| 3Y | +186.6% | +76.9% | +109.8% | +76.0% |
| 5Y | +798.6% | +60.4% | +738.2% | +498.3% |
| All | +1,745.0% | +226.2% | +1,518.7% | +249.7% |
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