-69.9%
VFC vs INDA
+83.0%
-152.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.7% |
| 7D | -3.3% | -3.6% | +0.3% | -0.6% |
| 30D | -14.0% | -4.0% | -10.1% | -11.5% |
| 3M | -22.6% | +1.7% | -24.3% | -23.4% |
| 6M | -24.7% | -3.6% | -21.1% | -22.3% |
| YTD | -29.0% | -11.0% | -18.0% | -22.4% |
| 1Y | -13.8% | -9.5% | -4.3% | -7.0% |
| 3Y | -28.2% | +7.6% | -35.9% | -31.3% |
| 5Y | -79.0% | +4.8% | -83.8% | -79.5% |
| All | -69.9% | +83.0% | -152.8% | -79.6% |
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