+178.1%
INEQ vs VT
+233.3%
-55.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +1.3% | +0.4% | +0.9% | +1.0% |
| 30D | +2.8% | +1.0% | +1.9% | +2.1% |
| 3M | +8.3% | +2.4% | +6.0% | +6.3% |
| 6M | +8.3% | +12.0% | -3.7% | -0.9% |
| YTD | +16.0% | +15.3% | +0.6% | +3.8% |
| 1Y | +25.9% | +22.6% | +3.3% | +7.4% |
| 3Y | +82.4% | +74.7% | +7.7% | +18.8% |
| 5Y | +87.9% | +66.1% | +21.8% | +26.1% |
| 10Y | +163.8% | +225.0% | -61.2% | +21.2% |
| All | +178.1% | +233.3% | -55.2% | +25.6% |
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