+18.0%
INDA vs VLTO
+56.1%
-38.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +6.1% | +2.0% | +4.1% | +5.8% |
| 30D | +11.7% | +21.8% | -10.1% | +8.5% |
| 3M | +2.1% | +20.2% | -18.1% | -0.7% |
| 6M | +3.2% | +36.3% | -33.2% | -1.5% |
| YTD | -4.9% | +18.8% | -23.7% | -7.5% |
| 1Y | -4.4% | +20.4% | -24.8% | -7.2% |
| 3Y | +17.6% | +71.9% | -54.3% | +9.6% |
| All | +18.0% | +56.1% | -38.1% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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