+1,216.9%
VST vs INDA
+86.4%
+1,130.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.9% | +0.7% | +8.2% | +8.5% |
| 30D | +6.2% | -0.8% | +7.0% | +6.7% |
| 3M | -2.7% | +3.9% | -6.7% | -4.9% |
| 6M | -8.4% | -0.7% | -7.6% | -8.0% |
| YTD | -7.2% | -7.7% | +0.5% | -3.0% |
| 1Y | -20.9% | -5.1% | -15.8% | -18.6% |
| 3Y | +384.0% | +13.6% | +370.4% | +354.7% |
| 5Y | +757.1% | +7.8% | +749.3% | +723.6% |
| All | +1,216.9% | +86.4% | +1,130.5% | +876.8% |
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