+115.1%
INDA vs VT
+375.1%
-260.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.7% | +0.4% | +0.3% | +0.3% |
| 30D | -0.8% | +1.0% | -1.8% | -1.7% |
| 3M | +3.9% | +2.4% | +1.6% | +1.6% |
| 6M | -0.7% | +12.0% | -12.7% | -10.6% |
| YTD | -7.7% | +15.3% | -23.0% | -19.0% |
| 1Y | -5.1% | +22.6% | -27.7% | -21.5% |
| 3Y | +13.6% | +74.7% | -61.0% | -33.7% |
| 5Y | +7.8% | +66.1% | -58.3% | -34.8% |
| 10Y | +84.6% | +225.0% | -140.4% | -45.8% |
| All | +115.1% | +375.1% | -260.0% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling