+64.4%
VG vs INDA
-5.4%
+69.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.6% |
| 7D | +15.1% | +3.1% | +12.0% | +21.9% |
| 30D | -4.2% | +9.1% | -13.3% | +14.6% |
| 3M | -3.1% | +3.2% | -6.3% | +3.3% |
| 6M | +0.3% | +8.5% | -8.2% | +20.4% |
| YTD | +95.5% | -4.6% | +100.1% | +127.8% |
| 1Y | +64.4% | -5.5% | +70.0% | +93.6% |
| All | +64.4% | -5.4% | +69.9% | +93.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling