+71.6%
VZ vs INDA
+112.6%
-40.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +0.9% | +3.1% | -2.2% | +0.3% |
| 30D | +8.9% | +11.3% | -2.4% | +6.5% |
| 3M | +0.1% | +3.0% | -2.9% | -0.5% |
| 6M | +1.9% | +6.5% | -4.6% | +0.4% |
| YTD | +22.0% | -4.6% | +26.6% | +23.0% |
| 1Y | +22.1% | -5.8% | +27.9% | +23.4% |
| 3Y | +58.7% | +16.8% | +41.9% | +51.7% |
| 5Y | +22.3% | +10.4% | +11.9% | +18.0% |
| 10Y | +71.6% | +116.8% | -45.2% | +42.6% |
| All | +71.6% | +112.6% | -40.9% | +42.6% |
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 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