+78.2%
ISD vs VT
+224.5%
-146.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | +0.4% | -1.4% | -1.2% |
| 30D | -2.1% | +1.0% | -3.1% | -2.7% |
| 3M | -2.7% | +2.4% | -5.0% | -4.1% |
| 6M | -10.4% | +12.0% | -22.4% | -16.2% |
| YTD | -10.6% | +15.3% | -25.9% | -17.8% |
| 1Y | -7.7% | +22.6% | -30.3% | -18.1% |
| 3Y | +31.4% | +74.7% | -43.3% | -5.6% |
| 5Y | +19.6% | +66.1% | -46.5% | -12.4% |
| All | +78.2% | +224.5% | -146.3% | -13.8% |
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