-97.9%
INVZ vs VT
+132.5%
-230.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.4% | +6.2% |
| 7D | -8.7% | -2.3% | -6.4% | -4.3% |
| 30D | -32.3% | -5.0% | -27.3% | -25.3% |
| 3M | -48.8% | -4.9% | -43.9% | -43.9% |
| 6M | -72.1% | -1.5% | -70.5% | -71.0% |
| YTD | -75.4% | +8.5% | -83.9% | -78.5% |
| 1Y | -87.3% | +11.4% | -98.7% | -89.4% |
| 3Y | -87.6% | +70.1% | -157.6% | -94.6% |
| 5Y | -95.5% | +53.7% | -149.2% | -97.8% |
| All | -97.9% | +132.5% | -230.3% | -99.0% |
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 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