+61.5%
IDX vs VT
+591.5%
-530.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.6% |
| 7D | +1.1% | -2.3% | +3.5% | +3.4% |
| 30D | -17.8% | -5.0% | -12.8% | -13.5% |
| 3M | -20.6% | -4.9% | -15.7% | -16.7% |
| 6M | -33.2% | -1.5% | -31.6% | -32.3% |
| YTD | -46.2% | +8.5% | -54.6% | -50.5% |
| 1Y | -45.4% | +11.4% | -56.8% | -51.2% |
| 3Y | -41.8% | +70.1% | -111.9% | -66.6% |
| 5Y | -49.2% | +53.7% | -103.0% | -68.4% |
| 10Y | -50.6% | +220.0% | -270.6% | -86.2% |
| All | +61.5% | +591.5% | -530.0% | -79.9% |
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