+161.8%
INEQ vs VT
+212.8%
-51.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | +0.9% |
| 7D | +0.7% | -4.2% | +4.8% | +4.0% |
| 30D | +0.2% | -5.8% | +6.0% | +4.9% |
| 3M | -3.2% | -5.2% | +2.0% | +0.8% |
| 6M | +2.0% | +0.1% | +1.8% | +1.7% |
| YTD | +9.2% | +8.2% | +0.9% | +2.5% |
| 1Y | +16.3% | +10.1% | +6.2% | +7.8% |
| 3Y | +74.7% | +69.7% | +5.0% | +16.4% |
| 5Y | +83.1% | +53.4% | +29.7% | +30.6% |
| 10Y | +151.8% | +219.2% | -67.4% | +20.1% |
| All | +161.8% | +212.8% | -51.0% | +24.1% |
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