-97.9%
INTS vs VT
+66.3%
-164.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | -4.1% | -7.4% | -10.9% |
| 7D | -7.2% | -4.2% | -3.0% | -6.6% |
| 30D | -12.7% | -5.8% | -6.9% | -12.0% |
| 3M | -26.2% | -5.2% | -20.9% | -25.7% |
| 6M | -40.5% | +0.1% | -40.6% | -40.2% |
| YTD | -69.8% | +8.2% | -78.0% | -69.7% |
| 1Y | -78.2% | +10.1% | -88.4% | -78.2% |
| 3Y | -95.9% | +69.7% | -165.6% | -97.1% |
| All | -97.9% | +66.3% | -164.2% | -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 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