+163.6%
VNQ vs INDA
+107.4%
+56.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -2.6% | -3.6% | +1.0% | -1.0% |
| 30D | -2.3% | -4.0% | +1.6% | -0.6% |
| 3M | -2.8% | +1.7% | -4.5% | -3.6% |
| 6M | +2.5% | -3.6% | +6.1% | +3.9% |
| YTD | +8.4% | -11.0% | +19.4% | +13.7% |
| 1Y | +6.8% | -9.5% | +16.3% | +11.1% |
| 3Y | +29.9% | +7.6% | +22.3% | +24.4% |
| 5Y | +7.2% | +4.8% | +2.4% | +3.5% |
| 10Y | +62.5% | +82.3% | -19.7% | +20.5% |
| All | +163.6% | +107.4% | +56.2% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling