+192.7%
VSH vs IDXX
+360.5%
-167.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.3% |
| 7D | +4.8% | -5.7% | +10.5% | +7.4% |
| 30D | -0.7% | -11.5% | +10.8% | +4.3% |
| 3M | -43.1% | -9.5% | -33.5% | -41.4% |
| 6M | +91.8% | -16.0% | +107.7% | +103.0% |
| YTD | +131.6% | -25.4% | +157.0% | +158.0% |
| 1Y | +118.1% | -21.8% | +139.9% | +136.1% |
| 3Y | +40.9% | +7.0% | +33.9% | +26.5% |
| 5Y | +75.8% | -26.0% | +101.7% | +81.1% |
| All | +192.7% | +360.5% | -167.8% | +32.0% |
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