+222.5%
VT vs INSM
+818.5%
-595.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.4% | +6.5% | -6.1% | 0.0% |
| 30D | +1.0% | +27.5% | -26.6% | -0.9% |
| 3M | +2.4% | +20.4% | -18.0% | +0.7% |
| 6M | +12.0% | -15.7% | +27.7% | +12.3% |
| YTD | +15.3% | -27.4% | +42.8% | +16.7% |
| 1Y | +22.6% | -11.4% | +34.0% | +22.1% |
| 3Y | +74.7% | +457.8% | -383.1% | +48.7% |
| 5Y | +66.1% | +343.0% | -276.8% | +41.5% |
| All | +222.5% | +818.5% | -595.9% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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