+115.9%
INDA vs VCLT
+21.5%
+94.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +1.1% | -2.3% | +3.4% | +2.0% |
| 30D | +9.4% | +0.8% | +8.6% | +9.1% |
| 3M | +2.9% | -2.7% | +5.6% | +4.0% |
| 6M | +7.2% | -4.3% | +11.5% | +9.0% |
| YTD | -4.8% | -4.3% | -0.5% | -3.2% |
| 1Y | -5.1% | -4.4% | -0.7% | -3.4% |
| 3Y | +16.7% | +13.8% | +2.9% | +10.8% |
| 5Y | +8.8% | -17.0% | +25.7% | +17.2% |
| All | +115.9% | +21.5% | +94.4% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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