+845.1%
VFC vs IDXX
+53,734.7%
-52,889.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.7% | +4.4% |
| 7D | -1.4% | -5.7% | +4.3% | -0.2% |
| 30D | -9.0% | -11.5% | +2.6% | -6.8% |
| 3M | -24.2% | -9.5% | -14.6% | -22.6% |
| 6M | -18.5% | -16.0% | -2.5% | -15.6% |
| YTD | -25.9% | -25.4% | -0.5% | -21.5% |
| 1Y | -13.0% | -21.8% | +8.8% | -8.8% |
| 3Y | -20.3% | +7.0% | -27.4% | -21.2% |
| 5Y | -78.1% | -26.0% | -52.1% | -77.2% |
| 10Y | -67.9% | +358.9% | -426.8% | -74.6% |
| All | +845.1% | +53,734.7% | -52,889.6% | +321.5% |
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