+19.7%
INTR vs VT
+100.2%
-80.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +0.5% |
| 7D | +1.8% | -0.7% | +2.5% | +2.6% |
| 30D | -47.9% | -1.7% | -46.2% | -47.0% |
| 3M | -22.5% | -2.3% | -20.2% | -20.4% |
| 6M | -32.8% | +1.5% | -34.4% | -34.0% |
| YTD | -51.9% | +12.0% | -63.9% | -57.2% |
| 1Y | -59.3% | +12.9% | -72.1% | -64.0% |
| 3Y | -18.3% | +74.9% | -93.3% | -52.6% |
| All | +19.7% | +100.2% | -80.5% | -40.9% |
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