+96.3%
VTR vs INDA
+84.7%
+11.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.1% |
| 7D | -0.3% | -2.7% | +2.4% | +1.4% |
| 30D | +1.1% | -2.8% | +3.9% | +2.9% |
| 3M | +7.9% | +1.6% | +6.3% | +6.5% |
| 6M | +6.2% | -1.4% | +7.6% | +6.3% |
| YTD | +17.7% | -10.1% | +27.9% | +25.0% |
| 1Y | +32.9% | -8.8% | +41.7% | +39.4% |
| 3Y | +129.7% | +7.6% | +122.1% | +111.5% |
| 5Y | +89.3% | +5.8% | +83.5% | +75.0% |
| All | +96.3% | +84.7% | +11.6% | +23.6% |
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