-48.6%
VFC vs INDA
+115.4%
-164.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.4% |
| 7D | +1.6% | +1.1% | +0.5% | +0.8% |
| 30D | +25.5% | +9.4% | +16.1% | +17.5% |
| 3M | +41.3% | +2.9% | +38.3% | +38.3% |
| 6M | +22.2% | +7.2% | +15.0% | +16.3% |
| YTD | +16.4% | -4.8% | +21.2% | +21.3% |
| 1Y | +38.4% | -5.1% | +43.5% | +44.4% |
| 3Y | +56.2% | +16.7% | +39.6% | +40.7% |
| 5Y | -68.2% | +8.8% | -76.9% | -69.8% |
| All | -48.6% | +115.4% | -164.0% | -68.9% |
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