+171.4%
ISRA vs VT
+294.4%
-123.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -1.7% |
| 7D | -11.1% | -4.2% | -6.9% | -7.4% |
| 30D | -12.8% | -5.8% | -7.0% | -7.7% |
| 3M | -11.0% | -5.2% | -5.7% | -6.3% |
| 6M | -15.4% | +0.1% | -15.5% | -15.4% |
| YTD | -0.6% | +8.2% | -8.9% | -7.7% |
| 1Y | +4.9% | +10.1% | -5.2% | -4.1% |
| 3Y | +100.4% | +69.7% | +30.8% | +22.5% |
| 5Y | +23.1% | +53.4% | -30.2% | -17.1% |
| 10Y | +151.4% | +219.2% | -67.9% | -7.2% |
| All | +171.4% | +294.4% | -123.1% | -14.3% |
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