-23.0%
IDXX vs VTEB
+1.2%
-24.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -1.1% |
| 7D | -5.7% | -0.9% | -4.8% | -3.9% |
| 30D | -11.5% | -2.5% | -9.0% | -6.9% |
| 3M | -9.5% | -3.0% | -6.6% | -3.8% |
| 6M | -16.0% | -2.1% | -13.8% | -12.0% |
| YTD | -25.4% | -1.5% | -23.9% | -22.9% |
| 1Y | -21.8% | +0.2% | -21.9% | -21.7% |
| 3Y | +7.0% | +8.6% | -1.5% | -11.2% |
| All | -23.0% | +1.2% | -24.2% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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