+65.5%
VZ vs INDA
+104.1%
-38.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | +2.2% | +6.1% | -3.9% | +1.0% |
| 30D | +10.6% | +11.7% | -1.1% | +8.1% |
| 3M | -0.6% | +2.1% | -2.7% | -1.1% |
| 6M | +0.7% | +3.2% | -2.4% | 0.0% |
| YTD | +20.6% | -4.9% | +25.5% | +21.6% |
| 1Y | +22.7% | -4.4% | +27.1% | +23.6% |
| 3Y | +57.2% | +17.6% | +39.7% | +50.1% |
| 5Y | +21.4% | +9.9% | +11.5% | +17.2% |
| 10Y | +65.5% | +102.7% | -37.2% | +36.5% |
| All | +65.5% | +104.1% | -38.6% | +36.5% |
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 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