-21.6%
INDL vs VT
+224.5%
-246.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.0% | +0.4% | +0.6% | +0.1% |
| 30D | -2.2% | +1.0% | -3.2% | -4.1% |
| 3M | +5.9% | +2.4% | +3.5% | +0.6% |
| 6M | -5.9% | +12.0% | -17.9% | -24.8% |
| YTD | -19.7% | +15.3% | -35.0% | -39.6% |
| 1Y | -17.1% | +22.6% | -39.7% | -45.3% |
| 3Y | -0.9% | +74.7% | -75.6% | -70.7% |
| 5Y | -22.8% | +66.1% | -88.9% | -74.9% |
| All | -21.6% | +224.5% | -246.1% | -94.9% |
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