+75.4%
VEA vs IDXX
+7.6%
+67.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | -1.5% | -5.7% | +4.3% | -0.5% |
| 30D | -0.8% | -11.5% | +10.7% | +1.2% |
| 3M | +2.5% | -9.5% | +12.0% | +3.9% |
| 6M | +11.1% | -16.0% | +27.1% | +14.0% |
| YTD | +17.2% | -25.4% | +42.6% | +22.5% |
| 1Y | +24.5% | -21.8% | +46.3% | +28.8% |
| 3Y | +75.4% | +7.0% | +68.4% | +63.9% |
| All | +75.4% | +7.6% | +67.9% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling