+766.0%
VUG vs INDA
+121.8%
+644.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +2.5% | +1.1% | +1.4% | +2.0% |
| 30D | -6.3% | +9.4% | -15.7% | -10.4% |
| 3M | -6.0% | +2.9% | -9.0% | -7.5% |
| 6M | -3.5% | +7.2% | -10.8% | -6.9% |
| YTD | +3.9% | -4.8% | +8.7% | +6.2% |
| 1Y | +5.1% | -5.1% | +10.2% | +7.6% |
| 3Y | +77.9% | +16.7% | +61.2% | +64.1% |
| 5Y | +62.4% | +8.8% | +53.6% | +55.2% |
| 10Y | +399.4% | +116.2% | +283.2% | +249.8% |
| All | +766.0% | +121.8% | +644.2% | +487.9% |
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