+98.9%
INDB vs VT
+223.7%
-124.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | -1.2% |
| 7D | +0.4% | +0.4% | +0.1% | 0.0% |
| 30D | +10.7% | -2.6% | +13.3% | +13.4% |
| 3M | +2.7% | -3.2% | +5.9% | +5.8% |
| 6M | +10.8% | +0.9% | +9.8% | +8.8% |
| YTD | +19.5% | +11.3% | +8.2% | +5.8% |
| 1Y | +24.9% | +14.0% | +10.9% | +7.9% |
| 3Y | +84.5% | +75.8% | +8.6% | +3.4% |
| 5Y | +10.4% | +57.8% | -47.4% | -31.1% |
| 10Y | +98.9% | +219.8% | -120.9% | -40.9% |
| All | +98.9% | +223.7% | -124.8% | -40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling