+213.1%
ISRA vs VT
+320.3%
-107.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | 0.0% | +0.4% | -0.5% | -0.4% |
| 30D | +2.7% | +1.0% | +1.8% | +1.8% |
| 3M | +0.1% | +2.4% | -2.2% | -1.9% |
| 6M | +4.0% | +12.0% | -8.0% | -6.4% |
| YTD | +14.7% | +15.3% | -0.7% | +0.3% |
| 1Y | +31.2% | +22.6% | +8.6% | +8.4% |
| 3Y | +103.2% | +74.7% | +28.6% | +20.8% |
| 5Y | +48.3% | +66.1% | -17.8% | -7.2% |
| 10Y | +169.6% | +225.0% | -55.4% | -3.1% |
| All | +213.1% | +320.3% | -107.2% | -6.9% |
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 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