+180.4%
ISRA vs VT
+295.3%
-115.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.1% |
| 7D | -5.6% | -2.3% | -3.3% | -3.5% |
| 30D | -8.0% | -5.0% | -3.1% | -3.4% |
| 3M | -7.9% | -4.9% | -3.1% | -3.5% |
| 6M | -12.8% | -1.5% | -11.3% | -11.4% |
| YTD | +2.7% | +8.5% | -5.8% | -4.9% |
| 1Y | +9.6% | +11.4% | -1.7% | -0.9% |
| 3Y | +106.8% | +70.1% | +36.7% | +26.1% |
| 5Y | +27.2% | +53.7% | -26.5% | -14.5% |
| 10Y | +159.7% | +220.0% | -60.3% | -4.4% |
| All | +180.4% | +295.3% | -115.0% | -11.7% |
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