+215.7%
VSH vs INDA
+115.1%
+100.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.4% |
| 7D | +4.1% | +0.7% | +3.4% | +3.6% |
| 30D | -4.2% | -0.8% | -3.4% | -3.5% |
| 3M | -50.0% | +3.9% | -53.9% | -51.1% |
| 6M | +80.2% | -0.7% | +80.9% | +82.1% |
| YTD | +121.1% | -7.7% | +128.7% | +134.8% |
| 1Y | +112.0% | -5.1% | +117.1% | +120.4% |
| 3Y | +22.5% | +13.6% | +8.9% | +13.4% |
| 5Y | +64.0% | +7.8% | +56.2% | +57.4% |
| 10Y | +170.4% | +84.6% | +85.7% | +81.9% |
| All | +215.7% | +115.1% | +100.6% | +99.0% |
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 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