-23.9%
IDXX vs VT
+65.7%
-89.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.2% |
| 7D | -4.4% | -0.1% | -4.3% | -4.3% |
| 30D | -13.5% | -0.7% | -12.9% | -12.9% |
| 3M | -11.0% | +4.0% | -15.0% | -15.5% |
| 6M | -15.6% | +12.3% | -27.9% | -27.5% |
| YTD | -23.9% | +14.0% | -37.9% | -35.8% |
| 1Y | -21.4% | +20.3% | -41.7% | -38.2% |
| 3Y | +10.6% | +75.4% | -64.8% | -47.3% |
| 5Y | -23.9% | +66.0% | -89.8% | -60.9% |
| All | -23.9% | +65.7% | -89.5% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling