+18.7%
INDA vs VLTO
+56.3%
-37.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +6.2% | +1.6% | +4.6% | +6.0% |
| 30D | +12.4% | +22.0% | -9.6% | +9.1% |
| 3M | +3.2% | +21.9% | -18.7% | +0.2% |
| 6M | +3.8% | +36.5% | -32.7% | -1.0% |
| YTD | -4.3% | +19.0% | -23.3% | -6.9% |
| 1Y | -4.5% | +21.0% | -25.5% | -7.4% |
| 3Y | +17.1% | +69.9% | -52.8% | +9.2% |
| All | +18.7% | +56.3% | -37.6% | +11.5% |
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