-98.4%
INUV vs VT
+374.2%
-472.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -7.1% | +0.4% | -7.6% | -7.4% |
| 30D | -40.4% | +1.0% | -41.3% | -40.8% |
| 3M | -56.1% | +2.4% | -58.5% | -56.8% |
| 6M | -78.1% | +12.0% | -90.1% | -79.7% |
| YTD | -73.8% | +15.3% | -89.1% | -76.1% |
| 1Y | -80.7% | +22.6% | -103.2% | -83.0% |
| 3Y | -72.9% | +74.7% | -147.6% | -81.2% |
| 5Y | -91.6% | +66.1% | -157.7% | -93.8% |
| 10Y | -94.7% | +225.0% | -319.7% | -97.1% |
| All | -98.4% | +374.2% | -472.6% | -98.9% |
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