-22.4%
VFC vs INDA
+8.1%
-30.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.3% |
| 7D | -2.3% | -2.6% | +0.3% | +0.4% |
| 30D | -13.4% | -2.9% | -10.4% | -10.7% |
| 3M | -23.7% | +2.4% | -26.1% | -25.4% |
| 6M | -24.5% | -2.6% | -21.8% | -22.1% |
| YTD | -27.8% | -10.0% | -17.9% | -19.7% |
| 1Y | -13.5% | -7.7% | -5.8% | -6.4% |
| All | -22.4% | +8.1% | -30.5% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling