+105.0%
ISD vs VT
+334.6%
-229.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | +0.2% |
| 7D | -1.4% | -4.2% | +2.8% | +0.7% |
| 30D | 0.0% | -5.8% | +5.8% | +2.9% |
| 3M | -6.1% | -5.2% | -0.9% | -3.7% |
| 6M | -9.9% | +0.1% | -10.0% | -10.1% |
| YTD | -14.3% | +8.2% | -22.5% | -17.8% |
| 1Y | -12.6% | +10.1% | -22.7% | -16.9% |
| 3Y | +30.5% | +69.7% | -39.1% | -0.4% |
| 5Y | +12.8% | +53.4% | -40.6% | -10.4% |
| 10Y | +85.0% | +219.2% | -134.2% | +7.0% |
| All | +105.0% | +334.6% | -229.6% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling