-97.7%
INVZ vs VT
+138.5%
-236.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.9% | +1.5% |
| 7D | -1.5% | +0.4% | -1.9% | -1.9% |
| 30D | -27.4% | -2.6% | -24.8% | -23.5% |
| 3M | -42.4% | -3.2% | -39.1% | -38.7% |
| 6M | -69.5% | +0.9% | -70.4% | -69.8% |
| YTD | -73.8% | +11.3% | -85.1% | -78.2% |
| 1Y | -86.6% | +14.0% | -100.6% | -89.3% |
| 3Y | -87.1% | +75.8% | -163.0% | -94.8% |
| 5Y | -95.8% | +57.8% | -153.7% | -98.1% |
| All | -97.7% | +138.5% | -236.2% | -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