+4,021.7%
IDXX vs VO
+813.1%
+3,208.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -1.0% |
| 7D | -5.7% | -1.5% | -4.2% | -4.5% |
| 30D | -11.5% | -3.0% | -8.5% | -9.2% |
| 3M | -9.5% | +2.8% | -12.4% | -11.7% |
| 6M | -16.0% | +10.9% | -26.9% | -23.1% |
| YTD | -25.4% | +12.5% | -37.9% | -32.4% |
| 1Y | -21.8% | +12.0% | -33.7% | -28.9% |
| 3Y | +7.0% | +56.3% | -49.2% | -25.9% |
| 5Y | -26.0% | +42.9% | -68.9% | -43.7% |
| 10Y | +358.9% | +198.8% | +160.2% | +96.8% |
| All | +4,021.7% | +813.1% | +3,208.5% | +530.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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