-79.0%
VFC vs INDA
+5.9%
-84.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.5% |
| 1Y | -13.5% | -7.7% | -5.8% | -6.2% |
| 3Y | -27.1% | +8.9% | -36.0% | -34.7% |
| 5Y | -79.0% | +6.0% | -85.0% | -81.2% |
| All | -79.0% | +5.9% | -84.9% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling