+219.2%
VT vs INDA
+104.9%
+114.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -0.1% | +6.2% | -6.3% | -3.5% |
| 30D | -3.1% | +12.4% | -15.4% | -9.3% |
| 3M | -3.5% | +3.2% | -6.6% | -5.3% |
| 6M | +0.5% | +3.8% | -3.3% | -1.8% |
| YTD | +10.8% | -4.3% | +15.1% | +13.2% |
| 1Y | +11.9% | -4.5% | +16.4% | +14.4% |
| 3Y | +73.0% | +17.1% | +55.9% | +56.6% |
| 5Y | +58.6% | +11.0% | +47.6% | +47.5% |
| 10Y | +219.2% | +107.5% | +111.7% | +115.3% |
| All | +219.2% | +104.9% | +114.3% | +115.3% |
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