+175.8%
VSH vs INDA
+83.0%
+92.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | 0.0% |
| 7D | +3.1% | -3.6% | +6.7% | +6.3% |
| 30D | -5.7% | -4.0% | -1.8% | -2.5% |
| 3M | -42.5% | +1.7% | -44.2% | -43.1% |
| 6M | +82.7% | -3.6% | +86.3% | +89.4% |
| YTD | +118.2% | -11.0% | +129.2% | +140.9% |
| 1Y | +109.7% | -9.5% | +119.2% | +127.8% |
| 3Y | +35.3% | +7.6% | +27.7% | +28.9% |
| 5Y | +65.6% | +4.8% | +60.8% | +60.8% |
| All | +175.8% | +83.0% | +92.9% | +81.3% |
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