+115.1%
INDA vs VO
+415.4%
-300.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +0.7% | -0.3% | +1.0% | +0.9% |
| 30D | -0.8% | -0.3% | -0.5% | -0.6% |
| 3M | +3.9% | +2.9% | +1.0% | +1.6% |
| 6M | -0.7% | +9.3% | -10.1% | -7.2% |
| YTD | -7.7% | +14.2% | -21.9% | -16.5% |
| 1Y | -5.1% | +15.3% | -20.4% | -15.0% |
| 3Y | +13.6% | +56.2% | -42.6% | -21.0% |
| 5Y | +7.8% | +42.4% | -34.6% | -20.9% |
| 10Y | +84.6% | +194.7% | -110.1% | -31.7% |
| All | +115.1% | +415.4% | -300.3% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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