+790.3%
VLO vs INDA
+115.4%
+674.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +9.6% | +1.1% | +8.5% | +8.8% |
| 30D | -17.4% | +9.4% | -26.8% | -22.6% |
| 3M | +10.8% | +2.9% | +7.8% | +7.9% |
| 6M | +56.9% | +7.2% | +49.7% | +47.7% |
| YTD | +136.8% | -4.8% | +141.6% | +139.7% |
| 1Y | +120.7% | -5.1% | +125.7% | +123.7% |
| 3Y | +231.9% | +16.7% | +215.3% | +179.2% |
| 5Y | +479.0% | +8.8% | +470.2% | +410.6% |
| All | +790.3% | +115.4% | +674.9% | +358.4% |
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