-2.6%
VRT vs IDXX
-15.3%
+12.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.0% | -8.6% | -9.9% |
| 7D | +2.4% | -4.4% | +6.8% | +0.9% |
| 30D | -2.7% | -13.5% | +10.9% | -6.6% |
| 3M | -9.2% | -11.0% | +1.8% | -11.1% |
| All | -2.6% | -15.3% | +12.7% | -0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling