+58.8%
INTA vs VT
+66.7%
-7.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -1.4% |
| 7D | -1.2% | +0.4% | -1.6% | -1.9% |
| 30D | +12.3% | -2.6% | +14.9% | +15.2% |
| 3M | +17.9% | -3.2% | +21.1% | +21.8% |
| 6M | +79.0% | +0.9% | +78.1% | +73.7% |
| YTD | -2.9% | +11.3% | -14.3% | -18.7% |
| 1Y | +16.7% | +14.0% | +2.7% | -5.6% |
| 3Y | +18.8% | +75.8% | -57.0% | -46.5% |
| 5Y | +51.4% | +57.8% | -6.4% | -6.7% |
| All | +58.8% | +66.7% | -7.9% | -9.4% |
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