+55.6%
VFC vs IDXX
-2.6%
+58.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.9% | +0.5% | +2.4% |
| 7D | +21.5% | +24.1% | -2.6% | +8.1% |
| 30D | +46.7% | +32.5% | +14.1% | +24.9% |
| 3M | +38.4% | +18.8% | +19.6% | +26.3% |
| 6M | +15.2% | +24.0% | -8.8% | +2.3% |
| YTD | +17.8% | +3.3% | +14.6% | +15.3% |
| 1Y | +55.6% | -3.3% | +58.8% | +61.3% |
| All | +55.6% | -2.6% | +58.2% | +61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling