+86.0%
INDY vs VT
+214.8%
-128.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +3.0% |
| 7D | +6.3% | -4.2% | +10.4% | +9.6% |
| 30D | +8.8% | -5.8% | +14.6% | +13.6% |
| 3M | +0.7% | -5.2% | +6.0% | +4.7% |
| 6M | +3.1% | +0.1% | +3.0% | +2.6% |
| YTD | -9.3% | +8.2% | -17.5% | -14.9% |
| 1Y | -8.8% | +10.1% | -18.9% | -15.7% |
| 3Y | +8.5% | +69.7% | -61.1% | -29.7% |
| 5Y | +2.2% | +53.4% | -51.1% | -28.3% |
| All | +86.0% | +214.8% | -128.8% | -36.8% |
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 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