-100.0%
INBS vs VT
+90.2%
-190.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +2.6% | +13.6% | +13.0% |
| 7D | +38.0% | +0.4% | +37.6% | +37.3% |
| 30D | +49.7% | -2.6% | +52.3% | +54.8% |
| 3M | +15.7% | -3.2% | +18.9% | +20.2% |
| 6M | -3.0% | +0.9% | -3.9% | -4.8% |
| YTD | -76.0% | +11.3% | -87.3% | -79.4% |
| 1Y | -70.3% | +14.0% | -84.3% | -75.3% |
| 3Y | -95.6% | +75.8% | -171.5% | -97.9% |
| 5Y | -100.0% | +57.8% | -157.8% | -100.0% |
| All | -100.0% | +90.2% | -190.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling