-100.0%
INLF vs VT
+35.1%
-135.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +80.5% | -0.5% | +80.9% | +81.1% |
| 7D | +61.2% | -0.1% | +61.4% | +63.3% |
| 30D | -82.0% | -3.1% | -78.9% | -81.2% |
| 3M | -90.3% | -3.5% | -86.8% | -89.8% |
| 6M | -99.9% | +0.5% | -100.4% | -99.9% |
| YTD | -100.0% | +10.8% | -110.7% | -100.0% |
| 1Y | -100.0% | +11.9% | -111.9% | -100.0% |
| All | -100.0% | +35.1% | -135.1% | -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 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