-38.3%
IDX vs VT
+74.0%
-112.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +3.8% | +2.4% | +1.5% | +2.1% |
| 30D | -11.0% | -1.5% | -9.5% | -10.0% |
| 3M | -16.9% | -4.1% | -12.8% | -14.4% |
| 6M | -25.1% | +0.6% | -25.7% | -25.4% |
| YTD | -44.1% | +11.0% | -55.1% | -48.1% |
| 1Y | -43.0% | +13.3% | -56.3% | -47.9% |
| 3Y | -38.3% | +73.4% | -111.7% | -61.2% |
| All | -38.3% | +74.0% | -112.4% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling