+1,112.0%
VST vs INDA
+99.5%
+1,012.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.7% | +8.8% | +9.6% |
| 7D | -9.8% | +6.6% | -16.4% | -13.3% |
| 30D | -25.1% | +10.4% | -35.5% | -29.4% |
| 3M | -11.6% | +1.5% | -13.1% | -12.6% |
| 6M | -20.9% | +1.7% | -22.6% | -21.9% |
| YTD | -22.3% | -5.8% | -16.5% | -19.9% |
| 1Y | -32.0% | -5.1% | -26.9% | -30.2% |
| 3Y | +262.4% | +16.0% | +246.4% | +235.7% |
| 5Y | +563.4% | +9.3% | +554.1% | +530.3% |
| All | +1,112.0% | +99.5% | +1,012.5% | +768.1% |
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 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