+73.1%
ISTR vs VT
+57.0%
+16.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +1.7% | +2.4% | -0.6% | +0.4% |
| 30D | -1.0% | -1.5% | +0.5% | -0.2% |
| 3M | -8.0% | -4.1% | -3.8% | -5.9% |
| 6M | +3.2% | +0.6% | +2.6% | +2.5% |
| YTD | +7.1% | +11.0% | -3.9% | +0.5% |
| 1Y | +20.3% | +13.3% | +7.0% | +11.7% |
| 3Y | +193.7% | +73.4% | +120.3% | +125.0% |
| All | +73.1% | +57.0% | +16.1% | +38.2% |
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