+213.7%
VT vs INDA
+99.5%
+114.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.7% |
| 7D | -2.3% | +6.6% | -9.0% | -5.8% |
| 30D | -5.0% | +10.4% | -15.3% | -10.2% |
| 3M | -4.9% | +1.5% | -6.4% | -5.8% |
| 6M | -1.5% | +1.7% | -3.3% | -2.7% |
| YTD | +8.5% | -5.8% | +14.3% | +11.9% |
| 1Y | +11.4% | -5.1% | +16.5% | +14.3% |
| 3Y | +70.1% | +16.0% | +54.1% | +54.8% |
| 5Y | +53.7% | +9.3% | +44.4% | +44.2% |
| All | +213.7% | +99.5% | +114.2% | +115.4% |
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