+7.2%
VNQ vs INDA
+5.7%
+1.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.2% |
| 7D | -1.3% | -2.7% | +1.4% | +0.1% |
| 30D | -2.6% | -2.8% | +0.2% | -1.2% |
| 3M | -2.0% | +1.6% | -3.7% | -3.0% |
| 6M | +4.3% | -1.4% | +5.7% | +4.8% |
| YTD | +9.2% | -10.1% | +19.4% | +15.2% |
| 1Y | +5.6% | -8.8% | +14.4% | +10.3% |
| 3Y | +30.8% | +7.6% | +23.2% | +20.6% |
| All | +7.2% | +5.7% | +1.6% | -3.0% |
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