-22.3%
IDX vs VT
+21.4%
-43.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | +2.5% | +1.0% | +1.5% | +1.7% |
| 30D | +4.4% | -0.2% | +4.6% | +4.5% |
| 3M | +25.3% | +4.5% | +20.8% | +21.2% |
| 6M | -16.7% | +14.1% | -30.7% | -24.3% |
| YTD | -27.4% | +14.8% | -42.2% | -34.1% |
| 1Y | -22.3% | +21.2% | -43.5% | -32.7% |
| All | -22.3% | +21.4% | -43.7% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling