+8.5%
INDA vs VT
+66.2%
-57.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.7% | +0.4% | +0.3% | +0.4% |
| 30D | -0.8% | +1.0% | -1.8% | -1.4% |
| 3M | +3.9% | +2.4% | +1.6% | +2.4% |
| 6M | -0.7% | +12.0% | -12.7% | -7.3% |
| YTD | -7.7% | +15.3% | -23.0% | -15.3% |
| 1Y | -5.1% | +22.6% | -27.7% | -16.1% |
| 3Y | +13.6% | +74.7% | -61.0% | -19.8% |
| All | +8.5% | +66.2% | -57.7% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling