+42.5%
ISTM vs VT
+40.0%
+2.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | 0.0% |
| 7D | +1.0% | -2.3% | +3.3% | +2.8% |
| 30D | -6.0% | -5.0% | -1.1% | -2.2% |
| 3M | -9.0% | -4.9% | -4.1% | -5.2% |
| 6M | -13.3% | -1.5% | -11.7% | -11.9% |
| YTD | -2.4% | +8.5% | -10.9% | -7.0% |
| 1Y | +16.8% | +11.4% | +5.4% | +9.7% |
| All | +42.5% | +40.0% | +2.5% | +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