+251.9%
INCE vs VT
+223.7%
+28.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -0.5% |
| 7D | -0.9% | +0.4% | -1.2% | -1.2% |
| 30D | +3.2% | -2.6% | +5.8% | +5.2% |
| 3M | +0.5% | -3.2% | +3.7% | +2.9% |
| 6M | +5.5% | +0.9% | +4.5% | +4.1% |
| YTD | +17.1% | +11.3% | +5.8% | +6.6% |
| 1Y | +22.4% | +14.0% | +8.4% | +9.3% |
| 3Y | +64.0% | +75.8% | -11.8% | +1.9% |
| 5Y | +62.5% | +57.8% | +4.7% | +9.6% |
| 10Y | +251.9% | +219.8% | +32.1% | +52.0% |
| All | +251.9% | +223.7% | +28.2% | +52.0% |
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