+177.9%
VZ vs INDA
+115.1%
+62.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +7.9% | -0.8% | +8.7% | +8.1% |
| 3M | +13.6% | +3.9% | +9.7% | +12.6% |
| 6M | +1.1% | -0.7% | +1.8% | +1.0% |
| YTD | +29.3% | -7.7% | +36.9% | +31.3% |
| 1Y | +21.2% | -5.1% | +26.3% | +22.3% |
| 3Y | +75.9% | +13.6% | +62.3% | +69.1% |
| 5Y | +24.1% | +7.8% | +16.3% | +20.2% |
| 10Y | +62.4% | +84.6% | -22.2% | +33.0% |
| All | +177.9% | +115.1% | +62.8% | +116.6% |
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