-88.9%
INV vs VT
+68.0%
-156.9%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -11.9% | +0.4% | -12.4% | -12.1% |
| 30D | -67.5% | +1.0% | -68.5% | -67.6% |
| 3M | -83.4% | +2.4% | -85.8% | -83.5% |
| 6M | -66.4% | +12.0% | -78.4% | -67.5% |
| YTD | -73.4% | +15.3% | -88.8% | -74.4% |
| 1Y | -79.7% | +22.6% | -102.3% | -80.5% |
| 3Y | -89.5% | +74.7% | -164.2% | -89.8% |
| All | -88.9% | +68.0% | -156.9% | -89.3% |
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