Whether that is faster or not depends on many factors, primarilly the use scenarios at hand. One can't make a general statement like that without specifics. One factor that could make a vector more efficient than a list is cache friendliness, but an intrusive list could exploit it as well if you manage the storage appropriately.
Examples please.
Examples of what, exactly?
Of scenarios where what you're saying is true. My benchmarks indicate that a list which allocates in chunks rather than individually only outperforms a vector of indexes to a vector of elements in the case where ordered insertion is very frequent (plf::list is the list in question: see http://www.plflib.org/benchmarks_haswell_gcc.htm#orderedlowmodification and http://www.plflib.org/benchmarks_haswell_gcc.htm#orderedhighmodification and http://www.plflib.org/benchmarks_haswell_gcc.htm#highmodification)