+1,869.9%
IDXX vs VCLT
+100.6%
+1,769.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.7% | -1.4% | -4.4% | -5.2% |
| 30D | -11.5% | -1.2% | -10.4% | -11.1% |
| 3M | -9.5% | -4.8% | -4.8% | -7.7% |
| 6M | -16.0% | -2.6% | -13.4% | -15.0% |
| YTD | -25.4% | -3.3% | -22.1% | -24.3% |
| 1Y | -21.8% | -4.8% | -17.0% | -20.1% |
| 3Y | +7.0% | +11.5% | -4.5% | +3.2% |
| 5Y | -26.0% | -17.0% | -9.0% | -24.6% |
| 10Y | +358.9% | +16.7% | +342.2% | +377.7% |
| All | +1,869.9% | +100.6% | +1,769.3% | +2,542.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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