+45.7%
EXC vs INDA
+5.9%
+39.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +0.3% | -2.6% | +2.9% | +0.8% |
| 30D | -0.9% | -2.9% | +2.1% | -0.3% |
| 3M | -2.7% | +2.4% | -5.1% | -3.2% |
| 6M | -9.4% | -2.6% | -6.8% | -9.0% |
| YTD | +3.0% | -10.0% | +13.0% | +5.2% |
| 1Y | +5.1% | -7.7% | +12.8% | +6.6% |
| 3Y | +20.6% | +8.9% | +11.7% | +14.5% |
| 5Y | +45.7% | +6.0% | +39.7% | +35.0% |
| All | +45.7% | +5.9% | +39.8% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling