+124.8%
VGT vs IDXX
+7.6%
+117.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -0.2% | -5.7% | +5.6% | +1.2% |
| 30D | -0.4% | -11.5% | +11.1% | +2.4% |
| 3M | +4.4% | -9.5% | +14.0% | +6.5% |
| 6M | +32.1% | -16.0% | +48.0% | +36.9% |
| YTD | +28.8% | -25.4% | +54.2% | +37.6% |
| 1Y | +35.3% | -21.8% | +57.1% | +42.2% |
| 3Y | +124.8% | +7.0% | +117.7% | +104.5% |
| All | +124.8% | +7.6% | +117.2% | +104.5% |
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 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