-67.7%
INDL vs VT
+430.9%
-498.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.0% | +0.4% | +0.6% | 0.0% |
| 30D | -2.2% | +1.0% | -3.2% | -4.4% |
| 3M | +5.9% | +2.4% | +3.5% | -0.3% |
| 6M | -5.9% | +12.0% | -17.9% | -27.2% |
| YTD | -19.7% | +15.3% | -35.0% | -41.9% |
| 1Y | -17.1% | +22.6% | -39.7% | -48.3% |
| 3Y | -0.9% | +74.7% | -75.6% | -74.7% |
| 5Y | -22.8% | +66.1% | -88.9% | -78.9% |
| 10Y | -18.6% | +225.0% | -243.6% | -94.4% |
| All | -67.7% | +430.9% | -498.6% | -98.8% |
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