+29.1%
IDEF vs VT
+34.0%
-5.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | -3.1% | +0.4% | -3.6% | -3.6% |
| 30D | -6.5% | +1.0% | -7.5% | -7.6% |
| 3M | -1.5% | +2.4% | -3.9% | -4.2% |
| 6M | -11.4% | +12.0% | -23.4% | -22.3% |
| YTD | +4.9% | +15.3% | -10.5% | -10.9% |
| 1Y | +11.2% | +22.6% | -11.4% | -10.3% |
| All | +29.1% | +34.0% | -5.0% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling