+668.0%
BE vs INDA
+63.8%
+604.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.7% |
| 7D | +10.8% | +1.1% | +9.7% | +9.6% |
| 30D | -19.8% | +9.4% | -29.2% | -27.1% |
| 3M | -18.7% | +2.9% | -21.7% | -21.2% |
| 6M | -33.7% | +7.2% | -41.0% | -37.7% |
| YTD | +121.0% | -4.8% | +125.8% | +132.4% |
| 1Y | +85.4% | -5.1% | +90.5% | +96.8% |
| 3Y | +1,709.5% | +16.7% | +1,692.9% | +1,452.3% |
| 5Y | +462.2% | +8.8% | +453.4% | +430.5% |
| All | +668.0% | +63.8% | +604.2% | +486.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling