-79.6%
ISPR vs VT
+86.1%
-165.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +8.5% | +0.4% | +8.0% | +7.9% |
| 30D | -3.1% | +1.0% | -4.1% | -4.2% |
| 3M | -7.2% | +2.4% | -9.6% | -10.3% |
| 6M | -21.4% | +12.0% | -33.4% | -31.6% |
| YTD | -45.0% | +15.3% | -60.3% | -54.1% |
| 1Y | -50.3% | +22.6% | -72.9% | -61.6% |
| 3Y | -84.2% | +74.7% | -158.9% | -92.5% |
| All | -79.6% | +86.1% | -165.7% | -91.5% |
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