+118.6%
INFL vs VT
+83.6%
+35.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +0.4% |
| 7D | +0.7% | +0.4% | +0.3% | +0.3% |
| 30D | -1.4% | -2.6% | +1.2% | +0.7% |
| 3M | -2.1% | -3.2% | +1.1% | +0.4% |
| 6M | -2.7% | +0.9% | -3.7% | -3.8% |
| YTD | +15.1% | +11.3% | +3.8% | +4.6% |
| 1Y | +16.4% | +14.0% | +2.4% | +3.8% |
| 3Y | +78.2% | +75.8% | +2.4% | +9.6% |
| 5Y | +72.1% | +57.8% | +14.3% | +15.6% |
| All | +118.6% | +83.6% | +35.0% | +27.1% |
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 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