+2,486.9%
VRT vs IDXX
+115.0%
+2,371.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | -8.4% | -5.7% | -2.6% | -6.0% |
| 30D | -10.9% | -11.5% | +0.7% | -6.2% |
| 3M | -13.7% | -9.5% | -4.1% | -11.0% |
| 6M | -4.1% | -16.0% | +11.8% | +1.5% |
| YTD | +58.7% | -25.4% | +84.1% | +77.1% |
| 1Y | +89.6% | -21.8% | +111.4% | +104.7% |
| 3Y | +558.1% | +7.0% | +551.1% | +470.7% |
| 5Y | +953.0% | -26.0% | +978.9% | +922.2% |
| All | +2,486.9% | +115.0% | +2,371.8% | +1,606.2% |
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