+104.0%
ISTR vs VT
+223.7%
-119.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -0.8% |
| 7D | -0.2% | +0.4% | -0.6% | -0.6% |
| 30D | -2.1% | -2.6% | +0.5% | +0.1% |
| 3M | -5.7% | -3.2% | -2.5% | -3.1% |
| 6M | -0.1% | +0.9% | -1.0% | -1.6% |
| YTD | +6.9% | +11.3% | -4.4% | -4.0% |
| 1Y | +20.7% | +14.0% | +6.7% | +5.8% |
| 3Y | +216.4% | +75.8% | +140.6% | +85.1% |
| 5Y | +70.3% | +57.8% | +12.4% | +9.3% |
| 10Y | +104.0% | +219.8% | -115.8% | -33.7% |
| All | +104.0% | +223.7% | -119.7% | -33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling