+123.3%
INDY vs VT
+426.4%
-303.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.6% | -1.6% | +6.2% | +6.0% |
| 30D | +5.8% | -2.5% | +8.3% | +8.2% |
| 3M | -1.9% | -1.3% | -0.6% | -0.8% |
| 6M | -0.3% | +3.1% | -3.4% | -3.3% |
| YTD | -11.9% | +10.9% | -22.8% | -20.0% |
| 1Y | -11.5% | +12.1% | -23.5% | -20.5% |
| 3Y | +5.5% | +73.9% | -68.4% | -37.9% |
| 5Y | +0.4% | +58.0% | -57.6% | -36.3% |
| 10Y | +82.3% | +225.5% | -143.2% | -45.9% |
| All | +123.3% | +426.4% | -303.1% | -59.3% |
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