-98.2%
INVZ vs VT
+140.1%
-238.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +1.1% | -19.6% | -20.6% |
| 7D | -16.5% | -0.7% | -15.8% | -15.5% |
| 30D | -39.1% | -1.7% | -37.3% | -37.2% |
| 3M | -54.7% | -2.3% | -52.4% | -52.9% |
| 6M | -77.5% | +1.5% | -79.0% | -78.1% |
| YTD | -78.9% | +12.0% | -90.9% | -82.7% |
| 1Y | -88.8% | +12.9% | -101.7% | -90.9% |
| 3Y | -90.3% | +74.9% | -165.2% | -96.0% |
| 5Y | -96.7% | +59.9% | -156.6% | -98.5% |
| All | -98.2% | +140.1% | -238.3% | -99.2% |
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