+1,083.1%
VST vs INDA
+92.0%
+991.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +6.7% |
| 7D | -0.5% | +6.1% | -6.6% | -4.0% |
| 30D | -17.1% | +11.7% | -28.8% | -22.4% |
| 3M | -4.6% | +2.1% | -6.7% | -5.9% |
| 6M | -9.1% | +3.2% | -12.2% | -10.9% |
| YTD | -16.6% | -4.9% | -11.7% | -14.5% |
| 1Y | -29.5% | -4.4% | -25.1% | -27.9% |
| 3Y | +297.5% | +17.6% | +280.0% | +265.6% |
| 5Y | +654.5% | +9.9% | +644.7% | +615.0% |
| 10Y | +1,205.2% | +102.7% | +1,102.5% | +803.3% |
| All | +1,083.1% | +92.0% | +991.2% | +761.0% |
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