+476.5%
V vs INDA
+115.8%
+360.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -0.4% | +3.1% | -3.4% | -2.2% |
| 30D | +6.3% | +9.1% | -2.8% | +0.9% |
| 3M | +17.2% | +3.2% | +14.0% | +14.9% |
| 6M | +29.2% | +8.5% | +20.8% | +22.8% |
| YTD | +20.8% | -4.6% | +25.4% | +23.7% |
| 1Y | +25.0% | -5.5% | +30.5% | +28.7% |
| 3Y | +75.3% | +16.7% | +58.6% | +56.1% |
| 5Y | +105.8% | +9.0% | +96.9% | +90.9% |
| All | +476.5% | +115.8% | +360.7% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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