+62.5%
VUG vs INDA
+8.7%
+53.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +2.5% | +1.1% | +1.4% | +1.7% |
| 30D | -6.3% | +9.4% | -15.7% | -12.7% |
| 3M | -6.0% | +2.9% | -9.0% | -8.3% |
| 6M | -3.5% | +7.2% | -10.8% | -8.8% |
| YTD | +3.9% | -4.8% | +8.7% | +7.7% |
| 1Y | +5.1% | -5.1% | +10.2% | +9.1% |
| 3Y | +77.9% | +16.7% | +61.2% | +49.3% |
| All | +62.5% | +8.7% | +53.8% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling