-50.2%
VG vs INDA
+1.2%
-51.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +3.1% |
| 7D | -8.3% | +6.1% | -14.4% | -4.1% |
| 30D | -10.3% | +11.7% | -22.0% | -2.7% |
| 3M | -10.8% | +2.1% | -12.8% | -8.5% |
| 6M | +3.5% | +3.2% | +0.3% | +8.7% |
| YTD | +74.0% | -4.9% | +78.8% | +97.3% |
| 1Y | +48.9% | -4.4% | +53.2% | +67.7% |
| All | -50.2% | +1.2% | -51.5% | -53.6% |
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