+42.3%
ISTM vs VT
+39.6%
+2.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +2.3% |
| 7D | -1.8% | -4.2% | +2.4% | +1.5% |
| 30D | -7.5% | -5.8% | -1.7% | -3.0% |
| 3M | -9.3% | -5.2% | -4.1% | -5.3% |
| 6M | -10.9% | +0.1% | -11.1% | -10.6% |
| YTD | -2.6% | +8.2% | -10.8% | -7.0% |
| 1Y | +16.3% | +10.1% | +6.2% | +10.0% |
| All | +42.3% | +39.6% | +2.6% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling