+58.6%
IDX vs VT
+589.9%
-531.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +3.5% |
| 7D | -2.7% | -4.2% | +1.5% | +1.4% |
| 30D | -20.1% | -5.8% | -14.3% | -15.2% |
| 3M | -22.3% | -5.2% | -17.0% | -18.1% |
| 6M | -34.0% | +0.1% | -34.1% | -34.3% |
| YTD | -47.1% | +8.2% | -55.4% | -51.3% |
| 1Y | -46.5% | +10.1% | -56.6% | -51.7% |
| 3Y | -42.7% | +69.7% | -112.3% | -67.0% |
| 5Y | -50.1% | +53.4% | -103.5% | -68.9% |
| 10Y | -51.5% | +219.2% | -270.7% | -86.4% |
| All | +58.6% | +589.9% | -531.3% | -80.2% |
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 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