-100.0%
INLF vs VT
+13.3%
-113.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | 0.0% | +16.5% | +16.5% |
| 7D | +83.7% | -1.6% | +85.3% | +86.7% |
| 30D | -90.5% | -2.5% | -88.0% | -90.3% |
| 3M | -90.9% | -1.3% | -89.6% | -90.9% |
| 6M | -99.9% | +3.1% | -103.0% | -99.9% |
| YTD | -100.0% | +10.9% | -110.9% | -100.0% |
| All | -100.0% | +13.3% | -113.3% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling