-48.4%
IDX vs VT
+217.6%
-266.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +4.2% | -0.1% | +4.3% | +4.2% |
| 30D | -16.2% | -3.1% | -13.2% | -14.0% |
| 3M | -20.9% | -3.5% | -17.4% | -18.5% |
| 6M | -30.7% | +0.5% | -31.1% | -31.0% |
| YTD | -45.6% | +10.8% | -56.4% | -50.4% |
| 1Y | -45.5% | +11.9% | -57.4% | -50.8% |
| 3Y | -39.9% | +73.0% | -112.8% | -63.7% |
| 5Y | -49.0% | +58.6% | -107.6% | -66.9% |
| 10Y | -48.4% | +219.2% | -267.6% | -84.6% |
| All | -48.4% | +217.6% | -266.1% | -84.6% |
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