-23.3%
INN vs VT
+224.4%
-247.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -3.6% |
| 7D | +2.2% | -0.7% | +2.9% | +3.1% |
| 30D | +17.8% | -1.7% | +19.5% | +20.5% |
| 3M | +22.3% | -2.3% | +24.6% | +25.8% |
| 6M | +38.9% | +1.5% | +37.3% | +34.5% |
| YTD | +56.7% | +12.0% | +44.7% | +31.0% |
| 1Y | +37.8% | +12.9% | +24.9% | +14.0% |
| 3Y | +43.9% | +74.9% | -31.0% | -34.9% |
| 5Y | -11.8% | +59.9% | -71.7% | -53.9% |
| 10Y | -23.3% | +224.6% | -248.0% | -81.0% |
| All | -23.3% | +224.4% | -247.7% | -81.0% |
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 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