+55.6%
VFC vs INDA
-7.3%
+62.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.7% | +1.7% | +1.1% |
| 7D | +21.5% | +6.9% | +14.5% | +12.4% |
| 30D | +46.7% | +7.4% | +39.2% | +34.9% |
| 3M | +38.4% | -1.0% | +39.4% | +39.9% |
| 6M | +15.2% | +2.9% | +12.3% | +12.0% |
| YTD | +17.8% | -7.4% | +25.2% | +24.3% |
| 1Y | +55.6% | -7.4% | +63.0% | +64.5% |
| All | +55.6% | -7.3% | +62.9% | +64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling