+103.8%
IDVO vs VT
+94.8%
+8.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +0.3% |
| 7D | +1.1% | +0.4% | +0.8% | +0.8% |
| 30D | -3.6% | -2.6% | -1.0% | -1.2% |
| 3M | -6.0% | -3.2% | -2.7% | -3.1% |
| 6M | -4.0% | +0.9% | -4.9% | -4.8% |
| YTD | +9.4% | +11.3% | -1.9% | -0.8% |
| 1Y | +12.5% | +14.0% | -1.5% | -0.1% |
| 3Y | +77.7% | +75.8% | +1.9% | +7.4% |
| All | +103.8% | +94.8% | +8.9% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling