+21.4%
IDEF vs VT
+28.9%
-7.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | -0.1% | -1.6% | +1.5% | +1.8% |
| 30D | -4.2% | -2.5% | -1.7% | -1.4% |
| 3M | -8.7% | -1.3% | -7.4% | -7.3% |
| 6M | -8.8% | +3.1% | -11.9% | -12.0% |
| YTD | -1.3% | +10.9% | -12.3% | -12.4% |
| 1Y | -5.7% | +12.1% | -17.8% | -17.0% |
| All | +21.4% | +28.9% | -7.5% | -4.4% |
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