+31.8%
A vs INDA
+10.1%
+21.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.0% | -1.7% |
| 7D | -2.1% | -1.0% | -1.1% | -1.5% |
| 30D | +0.6% | -2.5% | +3.1% | +2.1% |
| 3M | +10.9% | +4.0% | +6.9% | +8.3% |
| 6M | +28.2% | -1.8% | +30.0% | +29.6% |
| YTD | +8.6% | -9.2% | +17.7% | +14.9% |
| 1Y | +15.5% | -7.2% | +22.7% | +20.4% |
| 3Y | +31.8% | +9.8% | +22.0% | +19.1% |
| All | +31.8% | +10.1% | +21.7% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling