-98.0%
INTS vs VT
+66.7%
-164.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.5% | -3.3% |
| 7D | -11.8% | -2.3% | -9.4% | -11.3% |
| 30D | -21.1% | -5.0% | -16.1% | -20.5% |
| 3M | -29.4% | -4.9% | -24.5% | -29.0% |
| 6M | -42.4% | -1.5% | -40.9% | -42.1% |
| YTD | -70.7% | +8.5% | -79.2% | -70.7% |
| 1Y | -75.3% | +11.4% | -86.6% | -75.1% |
| 3Y | -96.2% | +70.1% | -166.3% | -97.2% |
| All | -98.0% | +66.7% | -164.7% | -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