+1,992.6%
IDXX vs VT
+374.2%
+1,618.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.5% | +0.4% | -4.0% | -3.9% |
| 30D | -8.4% | +1.0% | -9.4% | -9.3% |
| 3M | -5.2% | +2.4% | -7.6% | -7.4% |
| 6M | -17.5% | +12.0% | -29.5% | -25.6% |
| YTD | -20.9% | +15.3% | -36.2% | -30.4% |
| 1Y | -16.4% | +22.6% | -39.0% | -30.3% |
| 3Y | +4.7% | +74.7% | -70.0% | -35.3% |
| 5Y | -22.2% | +66.1% | -88.4% | -49.0% |
| 10Y | +369.3% | +225.0% | +144.3% | +83.6% |
| All | +1,992.6% | +374.2% | +1,618.4% | +404.5% |
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