+144.8%
VXUS vs INDA
+83.0%
+61.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.6% |
| 7D | -1.9% | -3.6% | +1.7% | +0.2% |
| 30D | -0.7% | -4.0% | +3.2% | +1.6% |
| 3M | +4.9% | +1.7% | +3.2% | +3.9% |
| 6M | +9.7% | -3.6% | +13.3% | +12.0% |
| YTD | +15.0% | -11.0% | +26.0% | +22.8% |
| 1Y | +22.4% | -9.5% | +31.9% | +29.4% |
| 3Y | +72.2% | +7.6% | +64.6% | +63.9% |
| 5Y | +52.6% | +4.8% | +47.8% | +47.1% |
| All | +144.8% | +83.0% | +61.9% | +73.2% |
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