+353.7%
IDXX vs VT
+226.9%
+126.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -0.8% |
| 7D | -4.3% | -2.0% | -2.3% | -2.2% |
| 30D | -13.7% | -1.4% | -12.2% | -12.4% |
| 3M | -9.1% | +4.7% | -13.8% | -13.9% |
| 6M | -15.4% | +11.4% | -26.8% | -25.3% |
| YTD | -25.1% | +13.1% | -38.2% | -34.9% |
| 1Y | -20.6% | +19.0% | -39.6% | -34.8% |
| 3Y | +8.7% | +73.9% | -65.2% | -40.8% |
| 5Y | -25.7% | +65.4% | -91.1% | -56.8% |
| All | +353.7% | +226.9% | +126.8% | +29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling