+125.4%
INDY vs VT
+447.3%
-321.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.2% | +0.4% | -0.2% | -0.2% |
| 30D | -1.2% | +1.0% | -2.2% | -2.1% |
| 3M | +3.7% | +2.4% | +1.3% | +1.3% |
| 6M | -3.9% | +12.0% | -15.9% | -13.4% |
| YTD | -11.1% | +15.3% | -26.4% | -22.0% |
| 1Y | -7.8% | +22.6% | -30.4% | -23.6% |
| 3Y | +5.3% | +74.7% | -69.4% | -38.3% |
| 5Y | +1.8% | +66.1% | -64.3% | -38.2% |
| 10Y | +76.1% | +225.0% | -148.9% | -47.2% |
| All | +125.4% | +447.3% | -321.9% | -60.3% |
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