-20.8%
INN vs VT
+223.7%
-244.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | -0.6% |
| 7D | +1.5% | +0.4% | +1.2% | +0.9% |
| 30D | +18.6% | -2.6% | +21.2% | +22.9% |
| 3M | +12.6% | -3.2% | +15.8% | +17.5% |
| 6M | +34.1% | +0.9% | +33.2% | +31.1% |
| YTD | +55.0% | +11.3% | +43.7% | +30.9% |
| 1Y | +37.3% | +14.0% | +23.3% | +12.0% |
| 3Y | +43.6% | +75.8% | -32.3% | -35.5% |
| 5Y | -14.6% | +57.8% | -72.4% | -54.4% |
| 10Y | -20.8% | +219.8% | -240.6% | -79.2% |
| All | -20.8% | +223.7% | -244.5% | -79.2% |
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