-100.0%
INBS vs VT
+58.5%
-158.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.6% | -7.5% | -7.3% |
| 7D | +9.7% | +2.9% | +6.8% | +6.2% |
| 30D | +30.4% | -2.5% | +32.9% | +34.6% |
| 3M | -24.0% | -3.3% | -20.7% | -21.1% |
| 6M | -39.3% | +1.5% | -40.8% | -41.0% |
| YTD | -79.7% | +11.4% | -91.1% | -82.6% |
| 1Y | -75.7% | +11.9% | -87.6% | -79.3% |
| 3Y | -97.2% | +73.9% | -171.1% | -98.6% |
| 5Y | -100.0% | +57.9% | -157.8% | -100.0% |
| All | -100.0% | +58.5% | -158.5% | -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 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