+710.1%
VTV vs INSM
+244.0%
+466.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -2.1% | +0.5% | -2.5% | -2.1% |
| 30D | -1.3% | -4.0% | +2.7% | -1.2% |
| 3M | +5.6% | +38.5% | -32.9% | +3.8% |
| 6M | +12.4% | -11.5% | +23.9% | +12.4% |
| YTD | +17.6% | -26.9% | +44.5% | +18.6% |
| 1Y | +23.5% | -12.8% | +36.3% | +23.2% |
| 3Y | +67.0% | +384.7% | -317.7% | +49.9% |
| 5Y | +80.5% | +368.8% | -288.3% | +60.4% |
| 10Y | +230.6% | +865.7% | -635.1% | +172.4% |
| All | +710.1% | +244.0% | +466.1% | +522.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling