+621.6%
IDXX vs VTEB
+25.5%
+596.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.8% |
| 7D | -5.7% | -0.9% | -4.8% | -4.7% |
| 30D | -11.5% | -2.5% | -9.0% | -9.0% |
| 3M | -9.5% | -3.0% | -6.6% | -6.4% |
| 6M | -16.0% | -2.1% | -13.8% | -13.8% |
| YTD | -25.4% | -1.5% | -23.9% | -24.0% |
| 1Y | -21.8% | +0.2% | -21.9% | -21.7% |
| 3Y | +7.0% | +8.6% | -1.5% | -1.6% |
| 5Y | -26.0% | +1.2% | -27.2% | -28.0% |
| 10Y | +358.9% | +18.1% | +340.9% | +330.7% |
| All | +621.6% | +25.5% | +596.1% | +640.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling