+161.4%
ISRA vs VT
+217.6%
-56.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.6% |
| 7D | -0.8% | -0.1% | -0.7% | -0.7% |
| 30D | -6.4% | -3.1% | -3.3% | -3.4% |
| 3M | -6.9% | -3.5% | -3.4% | -3.6% |
| 6M | -11.1% | +0.5% | -11.5% | -11.4% |
| YTD | +5.7% | +10.8% | -5.1% | -4.5% |
| 1Y | +9.6% | +11.9% | -2.3% | -1.9% |
| 3Y | +111.6% | +73.0% | +38.7% | +23.7% |
| 5Y | +31.7% | +58.6% | -26.9% | -16.0% |
| 10Y | +161.4% | +219.2% | -57.8% | -8.0% |
| All | +161.4% | +217.6% | -56.3% | -8.0% |
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