-34.9%
VST vs IDXX
-2.6%
-32.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.9% | -17.8% | -13.4% |
| 7D | -15.7% | +24.1% | -39.8% | -14.2% |
| 30D | -17.0% | +32.5% | -49.5% | -15.4% |
| 3M | -15.9% | +18.8% | -34.7% | -13.6% |
| 6M | -25.0% | +24.0% | -49.0% | -23.3% |
| YTD | -25.1% | +3.3% | -28.4% | -18.9% |
| 1Y | -34.9% | -3.3% | -31.6% | -29.0% |
| All | -34.9% | -2.6% | -32.2% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling