+262.4%
VST vs INDA
+15.9%
+246.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.7% | +8.8% | +9.1% |
| 7D | -9.8% | +6.6% | -16.4% | -14.7% |
| 30D | -25.1% | +10.4% | -35.5% | -31.3% |
| 3M | -11.6% | +1.5% | -13.1% | -12.9% |
| 6M | -20.9% | +1.7% | -22.6% | -22.3% |
| YTD | -22.3% | -5.8% | -16.5% | -18.0% |
| 1Y | -32.0% | -5.1% | -26.9% | -28.8% |
| 3Y | +262.4% | +16.0% | +246.4% | +233.0% |
| All | +262.4% | +15.9% | +246.4% | +233.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling