+199.2%
VXUS vs INDA
+115.1%
+84.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | +0.7% | +0.3% | +0.6% |
| 30D | +2.2% | -0.8% | +3.0% | +2.6% |
| 3M | +3.0% | +3.9% | -1.0% | +0.9% |
| 6M | +10.7% | -0.7% | +11.4% | +11.1% |
| YTD | +17.8% | -7.7% | +25.5% | +22.9% |
| 1Y | +27.6% | -5.1% | +32.7% | +31.0% |
| 3Y | +73.3% | +13.6% | +59.7% | +61.1% |
| 5Y | +54.3% | +7.8% | +46.5% | +47.3% |
| 10Y | +149.8% | +84.6% | +65.2% | +76.8% |
| All | +199.2% | +115.1% | +84.0% | +95.6% |
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 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