+87.8%
ISD vs VT
+224.4%
-136.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -1.2% |
| 7D | -1.3% | -0.7% | -0.6% | -0.9% |
| 30D | +0.4% | -1.7% | +2.1% | +1.3% |
| 3M | -5.1% | -2.3% | -2.8% | -4.0% |
| 6M | -9.3% | +1.5% | -10.8% | -10.3% |
| YTD | -13.8% | +12.0% | -25.9% | -19.5% |
| 1Y | -12.5% | +12.9% | -25.4% | -18.7% |
| 3Y | +32.9% | +74.9% | -42.1% | -4.7% |
| 5Y | +13.1% | +59.9% | -46.9% | -15.4% |
| 10Y | +87.8% | +224.6% | -136.8% | -6.4% |
| All | +87.8% | +224.4% | -136.5% | -6.4% |
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