+3.4%
EXC vs INDA
-5.0%
+8.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.7% | +0.7% | -1.4% | -0.6% |
| 30D | -4.6% | -0.8% | -3.8% | -4.7% |
| 3M | -2.2% | +3.9% | -6.2% | -1.8% |
| 6M | -10.6% | -0.7% | -9.8% | -10.9% |
| YTD | +1.9% | -7.7% | +9.6% | +1.2% |
| 1Y | +3.4% | -5.1% | +8.5% | +3.7% |
| All | +3.4% | -5.0% | +8.4% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling