-44.6%
IDX vs VT
+222.7%
-267.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.4% |
| 7D | +4.9% | +2.9% | +2.0% | +2.3% |
| 30D | -12.5% | -2.5% | -10.0% | -10.6% |
| 3M | -19.3% | -3.3% | -16.0% | -17.0% |
| 6M | -27.3% | +1.5% | -28.8% | -28.4% |
| YTD | -44.5% | +11.4% | -55.9% | -49.7% |
| 1Y | -43.9% | +11.9% | -55.8% | -49.4% |
| 3Y | -38.7% | +73.9% | -112.5% | -63.1% |
| 5Y | -48.2% | +57.9% | -106.1% | -66.2% |
| All | -44.6% | +222.7% | -267.3% | -82.9% |
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