-52.2%
INVX vs VT
+374.2%
-426.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.3% |
| 7D | -0.1% | +0.4% | -0.6% | -0.7% |
| 30D | -1.2% | +1.0% | -2.2% | -2.5% |
| 3M | +6.1% | +2.4% | +3.8% | +2.9% |
| 6M | +14.4% | +12.0% | +2.4% | -1.5% |
| YTD | +37.5% | +15.3% | +22.2% | +14.3% |
| 1Y | +74.2% | +22.6% | +51.6% | +34.4% |
| 3Y | +4.6% | +74.7% | -70.1% | -47.5% |
| 5Y | +23.6% | +66.1% | -42.6% | -35.1% |
| 10Y | -45.8% | +225.0% | -270.8% | -87.3% |
| All | -52.2% | +374.2% | -426.4% | -94.0% |
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