+98.0%
VCIT vs IDXX
+1,995.8%
-1,897.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | -0.3% | -3.5% | +3.2% | -0.2% |
| 30D | -0.8% | -8.4% | +7.7% | -0.5% |
| 3M | -1.0% | -5.2% | +4.2% | -0.9% |
| 6M | -1.8% | -17.5% | +15.6% | -1.3% |
| YTD | -0.7% | -20.9% | +20.2% | 0.0% |
| 1Y | +1.0% | -16.4% | +17.4% | +1.4% |
| 3Y | +18.8% | +4.7% | +14.1% | +18.0% |
| 5Y | +3.5% | -22.2% | +25.7% | +2.5% |
| 10Y | +29.2% | +369.3% | -340.0% | +27.7% |
| All | +98.0% | +1,995.8% | -1,897.9% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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