+1,238.2%
VST vs INDA
+83.3%
+1,154.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +2.6% |
| 7D | +9.9% | -1.0% | +10.9% | +10.5% |
| 30D | +7.9% | -2.5% | +10.5% | +9.5% |
| 3M | +3.4% | +4.0% | -0.6% | +1.0% |
| 6M | -4.1% | -1.8% | -2.3% | -3.2% |
| YTD | -5.7% | -9.2% | +3.5% | -0.5% |
| 1Y | -18.9% | -7.2% | -11.7% | -15.5% |
| 3Y | +359.1% | +9.8% | +349.2% | +339.3% |
| 5Y | +766.9% | +7.5% | +759.4% | +735.0% |
| All | +1,238.2% | +83.3% | +1,154.9% | +901.9% |
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