-41.8%
IDX vs VT
+69.7%
-111.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +1.1% | -2.3% | +3.5% | +2.7% |
| 30D | -17.8% | -5.0% | -12.8% | -14.7% |
| 3M | -20.6% | -4.9% | -15.7% | -17.8% |
| 6M | -33.2% | -1.5% | -31.6% | -32.4% |
| YTD | -46.2% | +8.5% | -54.6% | -49.2% |
| 1Y | -45.4% | +11.4% | -56.8% | -49.4% |
| 3Y | -41.8% | +70.1% | -111.9% | -62.7% |
| All | -41.8% | +69.7% | -111.6% | -62.7% |
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 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