-80.1%
ISPR vs VT
+82.1%
-162.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -6.2% |
| 7D | +7.9% | -0.3% | +8.2% | +8.2% |
| 30D | +15.4% | -1.4% | +16.8% | +17.0% |
| 3M | -5.1% | -1.4% | -3.7% | -3.9% |
| 6M | +13.6% | +5.5% | +8.2% | +5.4% |
| YTD | -46.4% | +12.8% | -59.3% | -54.3% |
| 1Y | -9.6% | +15.4% | -25.1% | -25.3% |
| 3Y | -81.9% | +76.9% | -158.8% | -91.2% |
| All | -80.1% | +82.1% | -162.2% | -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 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