+33.5%
EXC vs INDA
+16.8%
+16.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +1.4% | +1.1% | +0.3% | +1.4% |
| 30D | +8.6% | +9.4% | -0.8% | +8.3% |
| 3M | +2.4% | +2.9% | -0.5% | +2.2% |
| 6M | +6.5% | +7.2% | -0.8% | +6.2% |
| YTD | +9.0% | -4.8% | +13.9% | +9.2% |
| 1Y | +4.6% | -5.1% | +9.7% | +4.7% |
| 3Y | +33.5% | +16.7% | +16.8% | +20.8% |
| All | +33.5% | +16.8% | +16.7% | +20.8% |
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