-100.0%
INDP vs VT
+211.4%
-311.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.2% | +0.4% |
| 7D | -5.4% | -4.2% | -1.2% | -0.6% |
| 30D | +22.0% | -5.8% | +27.8% | +31.4% |
| 3M | +137.6% | -5.2% | +142.8% | +153.4% |
| 6M | +51.2% | +0.1% | +51.1% | +50.8% |
| YTD | +8.6% | +8.2% | +0.4% | +0.3% |
| 1Y | +22.0% | +10.1% | +11.9% | +11.1% |
| 3Y | -95.5% | +69.7% | -165.1% | -97.4% |
| 5Y | -98.5% | +53.4% | -151.9% | -99.0% |
| 10Y | -100.0% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +211.4% | -311.4% | -100.0% |
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