+156.7%
ISTR vs VT
+234.9%
-78.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.7% | +0.4% | +2.2% | +2.3% |
| 30D | +1.9% | +1.0% | +1.0% | +1.1% |
| 3M | +9.1% | +2.4% | +6.7% | +6.7% |
| 6M | +11.1% | +12.0% | -0.9% | +1.1% |
| YTD | +17.3% | +15.3% | +2.0% | +4.2% |
| 1Y | +35.3% | +22.6% | +12.7% | +14.4% |
| 3Y | +152.0% | +74.7% | +77.3% | +61.1% |
| 5Y | +54.1% | +66.1% | -12.1% | +1.0% |
| 10Y | +138.0% | +225.0% | -87.0% | +0.8% |
| All | +156.7% | +234.9% | -78.2% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling