+115.1%
IDX vs VT
+635.2%
-520.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.6% | +0.4% | +2.2% | +2.1% |
| 30D | +5.4% | +1.0% | +4.5% | +4.4% |
| 3M | +13.4% | +2.4% | +11.0% | +10.7% |
| 6M | -20.1% | +12.0% | -32.1% | -28.7% |
| YTD | -28.3% | +15.3% | -43.6% | -38.0% |
| 1Y | -23.9% | +22.6% | -46.5% | -38.2% |
| 3Y | -28.3% | +74.7% | -103.0% | -59.8% |
| 5Y | -27.7% | +66.1% | -93.8% | -58.5% |
| 10Y | -35.5% | +225.0% | -260.5% | -82.1% |
| All | +115.1% | +635.2% | -520.1% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling