+200.1%
EXC vs INDA
+112.6%
+87.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | -1.4% | +3.1% | -4.5% | -2.7% |
| 30D | +8.3% | +11.3% | -3.0% | +3.3% |
| 3M | +2.6% | +3.0% | -0.4% | +1.2% |
| 6M | +5.2% | +6.5% | -1.4% | +2.0% |
| YTD | +7.5% | -4.6% | +12.1% | +9.1% |
| 1Y | +3.2% | -5.8% | +8.9% | +5.2% |
| 3Y | +29.5% | +16.8% | +12.7% | +17.3% |
| 5Y | +39.7% | +10.4% | +29.3% | +28.9% |
| 10Y | +200.1% | +116.8% | +83.3% | +97.3% |
| All | +200.1% | +112.6% | +87.5% | +97.3% |
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