+34.8%
INVE vs VT
+222.7%
-187.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | +0.3% |
| 7D | -4.0% | -0.1% | -3.8% | -3.8% |
| 30D | +4.7% | -0.7% | +5.4% | +5.4% |
| 3M | -31.4% | +4.0% | -35.4% | -34.4% |
| 6M | -19.1% | +12.3% | -31.4% | -29.0% |
| YTD | -30.5% | +14.0% | -44.5% | -40.2% |
| 1Y | -29.4% | +20.3% | -49.7% | -42.9% |
| 3Y | -68.4% | +75.4% | -143.8% | -83.7% |
| 5Y | -85.2% | +66.0% | -151.2% | -91.7% |
| 10Y | +34.8% | +228.2% | -193.3% | -59.4% |
| All | +34.8% | +222.7% | -187.8% | -59.4% |
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