-100.0%
INBS vs VT
+85.4%
-185.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.7% | +11.6% |
| 7D | +11.9% | -2.3% | +14.2% | +14.8% |
| 30D | +23.9% | -5.0% | +28.9% | +31.6% |
| 3M | -1.0% | -4.9% | +3.9% | +4.7% |
| 6M | -18.3% | -1.5% | -16.7% | -17.6% |
| YTD | -79.3% | +8.5% | -87.8% | -81.7% |
| 1Y | -74.8% | +11.4% | -86.1% | -78.5% |
| 3Y | -93.0% | +70.1% | -163.1% | -96.5% |
| 5Y | -100.0% | +53.7% | -153.7% | -100.0% |
| All | -100.0% | +85.4% | -185.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling