-44.8%
INVX vs VT
+222.7%
-267.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.9% |
| 7D | -4.2% | -0.1% | -4.1% | -4.1% |
| 30D | +2.3% | -0.7% | +3.0% | +3.1% |
| 3M | +5.0% | +4.0% | +1.0% | -0.1% |
| 6M | +11.4% | +12.3% | -0.9% | -3.7% |
| YTD | +36.4% | +14.0% | +22.4% | +15.8% |
| 1Y | +83.1% | +20.3% | +62.8% | +45.8% |
| 3Y | +2.2% | +75.4% | -73.2% | -47.6% |
| 5Y | +29.7% | +66.0% | -36.3% | -29.8% |
| 10Y | -44.8% | +228.2% | -273.0% | -86.6% |
| All | -44.8% | +222.7% | -267.4% | -86.6% |
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