-49.1%
IDX vs VT
+59.8%
-108.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.6% |
| 7D | +2.4% | -0.7% | +3.1% | +2.8% |
| 30D | -13.9% | -1.7% | -12.1% | -12.9% |
| 3M | -19.2% | -2.3% | -16.8% | -18.0% |
| 6M | -29.3% | +1.5% | -30.8% | -30.0% |
| YTD | -45.5% | +12.0% | -57.6% | -49.2% |
| 1Y | -45.2% | +12.9% | -58.1% | -49.2% |
| 3Y | -39.8% | +74.9% | -114.7% | -57.0% |
| 5Y | -49.1% | +59.9% | -109.1% | -61.7% |
| All | -49.1% | +59.8% | -108.9% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling