+145.7%
VMC vs IDXX
+360.5%
-214.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -3.8% | -5.7% | +2.0% | -2.2% |
| 30D | -9.7% | -11.5% | +1.9% | -6.5% |
| 3M | -9.6% | -9.5% | -0.1% | -7.1% |
| 6M | -4.8% | -16.0% | +11.1% | -0.4% |
| YTD | -10.9% | -25.4% | +14.5% | -3.8% |
| 1Y | -15.6% | -21.8% | +6.2% | -10.5% |
| 3Y | +19.3% | +7.0% | +12.3% | +11.6% |
| 5Y | +48.0% | -26.0% | +74.0% | +48.4% |
| All | +145.7% | +360.5% | -214.8% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling