+80.6%
INDA vs VCLT
+17.0%
+63.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -3.6% | -1.3% | -2.3% | -3.2% |
| 30D | -4.0% | -1.1% | -2.8% | -3.5% |
| 3M | +1.7% | -3.7% | +5.4% | +3.2% |
| 6M | -3.6% | -4.0% | +0.4% | -2.1% |
| YTD | -11.0% | -3.4% | -7.6% | -9.8% |
| 1Y | -9.5% | -4.1% | -5.4% | -8.0% |
| 3Y | +7.6% | +11.0% | -3.3% | +3.2% |
| 5Y | +4.8% | -17.0% | +21.8% | +13.0% |
| All | +80.6% | +17.0% | +63.5% | +76.8% |
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