+12.8%
VG vs IDXX
-16.0%
+28.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | +0.1% |
| 7D | +1.7% | -3.5% | +5.2% | +0.2% |
| 30D | +16.0% | -8.4% | +24.5% | +12.0% |
| 3M | +9.7% | -5.2% | +14.9% | +8.6% |
| 6M | +29.6% | -17.5% | +47.0% | +26.4% |
| YTD | +112.0% | -20.9% | +132.9% | +106.5% |
| 1Y | +12.8% | -16.4% | +29.2% | +9.7% |
| All | +12.8% | -16.0% | +28.8% | +9.7% |
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 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