+115.1%
INDA vs VCLT
+57.3%
+57.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | -0.8% | -0.9% | +0.1% | -0.6% |
| 3M | +3.9% | -3.2% | +7.2% | +4.9% |
| 6M | -0.7% | -3.8% | +3.1% | +0.4% |
| YTD | -7.7% | -2.0% | -5.6% | -7.1% |
| 1Y | -5.1% | -0.8% | -4.3% | -4.8% |
| 3Y | +13.6% | +12.3% | +1.4% | +9.8% |
| 5Y | +7.8% | -15.4% | +23.2% | +12.3% |
| 10Y | +84.6% | +15.7% | +68.9% | +85.8% |
| All | +115.1% | +57.3% | +57.8% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling