-97.9%
INTS vs VT
+71.1%
-169.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.4% |
| 7D | 0.0% | +2.9% | -2.9% | -0.4% |
| 30D | -12.7% | -2.5% | -10.2% | -12.4% |
| 3M | -25.5% | -3.3% | -22.2% | -25.2% |
| 6M | -36.5% | +1.5% | -38.0% | -36.4% |
| YTD | -69.8% | +11.4% | -81.1% | -69.8% |
| 1Y | -75.8% | +11.9% | -87.7% | -75.9% |
| 3Y | -95.4% | +73.9% | -169.3% | -96.7% |
| All | -97.9% | +71.1% | -169.0% | -98.5% |
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