+169.7%
VEA vs IDXX
+1,973.1%
-1,803.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | -1.5% | -5.7% | +4.3% | +0.6% |
| 30D | -0.8% | -11.5% | +10.7% | +3.3% |
| 3M | +2.5% | -9.5% | +12.0% | +5.5% |
| 6M | +11.1% | -16.0% | +27.1% | +17.1% |
| YTD | +17.2% | -25.4% | +42.6% | +28.4% |
| 1Y | +24.5% | -21.8% | +46.3% | +33.1% |
| 3Y | +75.4% | +7.0% | +68.4% | +59.4% |
| 5Y | +61.1% | -26.0% | +87.0% | +62.7% |
| 10Y | +163.1% | +358.9% | -195.8% | +9.5% |
| All | +169.7% | +1,973.1% | -1,803.4% | -55.9% |
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 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