-100.0%
ISPC vs VT
+63.5%
-163.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | -1.5% | -2.3% | +0.9% | +0.8% |
| 30D | -26.0% | -5.0% | -21.0% | -22.3% |
| 3M | -63.0% | -4.9% | -58.1% | -61.3% |
| 6M | -86.0% | -1.5% | -84.5% | -85.8% |
| YTD | -92.2% | +8.5% | -100.7% | -92.7% |
| 1Y | -96.8% | +11.4% | -108.2% | -97.1% |
| 3Y | -99.8% | +70.1% | -169.9% | -99.9% |
| 5Y | -100.0% | +53.7% | -153.7% | -100.0% |
| All | -100.0% | +63.5% | -163.5% | -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