+75.7%
ISVL vs VT
+66.2%
+9.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.2% | +0.4% | +0.8% | +0.8% |
| 30D | +3.8% | +1.0% | +2.8% | +2.9% |
| 3M | +8.1% | +2.4% | +5.7% | +5.7% |
| 6M | +12.1% | +12.0% | +0.1% | +1.0% |
| YTD | +18.5% | +15.3% | +3.2% | +4.1% |
| 1Y | +29.4% | +22.6% | +6.9% | +7.5% |
| 3Y | +92.8% | +74.7% | +18.1% | +15.2% |
| All | +75.7% | +66.2% | +9.6% | +7.9% |
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