+162.0%
ISRA vs VT
+223.7%
-61.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +0.2% |
| 7D | -1.1% | +0.4% | -1.5% | -1.4% |
| 30D | -6.5% | -2.6% | -3.9% | -4.0% |
| 3M | -7.2% | -3.2% | -3.9% | -4.1% |
| 6M | -11.2% | +0.9% | -12.1% | -11.9% |
| YTD | +5.5% | +11.3% | -5.8% | -5.1% |
| 1Y | +12.1% | +14.0% | -1.9% | -1.4% |
| 3Y | +113.9% | +75.8% | +38.1% | +23.0% |
| 5Y | +29.7% | +57.8% | -28.2% | -17.0% |
| 10Y | +162.0% | +219.8% | -57.8% | -7.9% |
| All | +162.0% | +223.7% | -61.7% | -7.9% |
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