-100.0%
ISPC vs VT
+67.9%
-167.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.2% |
| 7D | -13.8% | +2.9% | -16.7% | -16.1% |
| 30D | -35.5% | -2.5% | -33.0% | -33.9% |
| 3M | -69.3% | -3.3% | -66.0% | -68.4% |
| 6M | -84.7% | +1.5% | -86.2% | -84.9% |
| YTD | -93.3% | +11.4% | -104.7% | -93.9% |
| 1Y | -97.3% | +11.9% | -109.2% | -97.5% |
| 3Y | -99.8% | +73.9% | -173.7% | -99.9% |
| 5Y | -100.0% | +57.9% | -157.9% | -100.0% |
| All | -100.0% | +67.9% | -167.8% | -100.0% |
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