+67.0%
ISTR vs VT
+53.4%
+13.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.2% |
| 7D | +0.7% | -2.3% | +3.0% | +2.0% |
| 30D | -4.1% | -5.0% | +0.8% | -1.5% |
| 3M | -7.4% | -4.9% | -2.5% | -4.9% |
| 6M | -1.2% | -1.5% | +0.3% | -0.7% |
| YTD | +5.3% | +8.5% | -3.2% | +0.1% |
| 1Y | +19.8% | +11.4% | +8.5% | +12.2% |
| 3Y | +178.4% | +70.1% | +108.3% | +115.7% |
| All | +67.0% | +53.4% | +13.6% | +35.3% |
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