+14.6%
ISD vs VT
+57.4%
-42.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.7% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | +1.1% | -2.6% | +3.7% | +2.4% |
| 3M | -4.4% | -3.2% | -1.1% | -2.8% |
| 6M | -8.6% | +0.9% | -9.5% | -9.2% |
| YTD | -12.9% | +11.3% | -24.2% | -18.0% |
| 1Y | -11.2% | +14.0% | -25.2% | -17.5% |
| 3Y | +34.6% | +75.8% | -41.3% | -2.0% |
| 5Y | +14.6% | +57.8% | -43.2% | -13.9% |
| All | +14.6% | +57.4% | -42.7% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling