-68.0%
INDL vs VT
+419.4%
-487.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.6% | +1.5% |
| 7D | +14.1% | -0.3% | +14.4% | +14.8% |
| 30D | +14.5% | -1.4% | +15.9% | +18.1% |
| 3M | -3.9% | -1.4% | -2.5% | -0.9% |
| 6M | +1.5% | +5.5% | -3.9% | -10.5% |
| YTD | -20.4% | +12.8% | -33.2% | -39.6% |
| 1Y | -21.2% | +15.4% | -36.6% | -43.4% |
| 3Y | 0.0% | +76.9% | -76.9% | -75.2% |
| 5Y | -22.7% | +60.4% | -83.1% | -77.0% |
| 10Y | -2.4% | +232.8% | -235.1% | -93.8% |
| All | -68.0% | +419.4% | -487.3% | -98.7% |
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