+219.0%
ISOU vs VT
+185.5%
+33.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.6% | +5.0% | +3.4% |
| 7D | +11.0% | +0.4% | +10.6% | +10.3% |
| 30D | -3.4% | -2.6% | -0.8% | +1.0% |
| 3M | -13.9% | -3.2% | -10.7% | -8.4% |
| 6M | -25.6% | +0.9% | -26.5% | -24.6% |
| YTD | -1.4% | +11.3% | -12.7% | -12.9% |
| 1Y | +11.4% | +14.0% | -2.6% | -4.4% |
| 3Y | -11.7% | +75.8% | -87.6% | -59.0% |
| 5Y | -56.8% | +57.8% | -114.6% | -75.6% |
| All | +219.0% | +185.5% | +33.4% | +43.0% |
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