+47.8%
VMC vs INDA
+5.7%
+42.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.2% |
| 7D | -3.8% | -2.7% | -1.1% | -1.9% |
| 30D | -9.7% | -2.8% | -6.9% | -7.9% |
| 3M | -9.6% | +1.6% | -11.3% | -10.5% |
| 6M | -4.8% | -1.4% | -3.4% | -4.0% |
| YTD | -10.9% | -10.1% | -0.7% | -4.5% |
| 1Y | -15.6% | -8.8% | -6.8% | -10.7% |
| 3Y | +19.3% | +7.6% | +11.7% | +8.0% |
| All | +47.8% | +5.7% | +42.1% | +32.8% |
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