+2,652.5%
IDXX vs VT
+356.5%
+2,296.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +4.2% | +2.4% | +1.8% | +2.1% |
| 30D | +33.1% | -1.5% | +34.6% | +34.9% |
| 3M | +24.2% | -4.1% | +28.3% | +28.7% |
| 6M | +33.2% | +0.6% | +32.7% | +31.9% |
| YTD | +4.1% | +11.0% | -6.9% | -5.4% |
| 1Y | +0.4% | +13.3% | -13.0% | -10.4% |
| 3Y | +62.9% | +73.4% | -10.5% | +1.0% |
| 5Y | +12.1% | +57.4% | -45.3% | -23.0% |
| 10Y | +545.1% | +221.7% | +323.4% | +155.1% |
| All | +2,652.5% | +356.5% | +2,296.0% | +585.5% |
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