+149.2%
VTR vs INDA
+109.8%
+39.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.1% |
| 7D | -2.9% | -2.6% | -0.3% | -1.6% |
| 30D | -2.8% | -2.9% | +0.1% | -1.4% |
| 3M | +9.0% | +2.4% | +6.6% | +7.5% |
| 6M | +5.0% | -2.6% | +7.6% | +5.8% |
| YTD | +16.9% | -10.0% | +26.9% | +22.5% |
| 1Y | +34.3% | -7.7% | +42.0% | +38.6% |
| 3Y | +131.6% | +8.9% | +122.7% | +117.2% |
| 5Y | +88.0% | +6.0% | +82.0% | +78.0% |
| 10Y | +97.8% | +84.4% | +13.4% | +41.7% |
| All | +149.2% | +109.8% | +39.4% | +66.5% |
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