+1,746.7%
INSW vs VT
+233.5%
+1,513.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +5.8% | +0.4% | +5.3% | +5.4% |
| 30D | +15.2% | +1.0% | +14.2% | +14.3% |
| 3M | +40.9% | +2.4% | +38.5% | +37.7% |
| 6M | +51.1% | +12.0% | +39.1% | +37.2% |
| YTD | +134.9% | +15.3% | +119.5% | +107.9% |
| 1Y | +156.1% | +22.6% | +133.5% | +115.4% |
| 3Y | +240.6% | +74.7% | +165.9% | +111.7% |
| 5Y | +828.9% | +66.1% | +762.7% | +501.9% |
| All | +1,746.7% | +233.5% | +1,513.2% | +244.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling