-78.1%
INDO vs VT
+120.7%
-198.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.5% |
| 7D | -5.3% | +2.4% | -7.6% | -6.5% |
| 30D | -12.4% | -1.5% | -10.9% | -11.7% |
| 3M | -19.6% | -4.1% | -15.5% | -17.8% |
| 6M | -20.7% | +0.6% | -21.2% | -21.6% |
| YTD | -20.1% | +11.0% | -31.2% | -26.7% |
| 1Y | -14.3% | +13.3% | -27.6% | -22.5% |
| 3Y | -26.2% | +73.4% | -99.6% | -56.2% |
| 5Y | -39.5% | +57.4% | -97.0% | -59.8% |
| All | -78.1% | +120.7% | -198.9% | -92.6% |
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