+349.8%
VST vs IDXX
+7.9%
+341.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.3% |
| 7D | +2.0% | -4.3% | +6.3% | +3.1% |
| 30D | +1.5% | -13.7% | +15.1% | +5.3% |
| 3M | +6.3% | -9.1% | +15.3% | +8.2% |
| 6M | -10.3% | -15.4% | +5.1% | -6.9% |
| YTD | -8.6% | -25.1% | +16.5% | -1.7% |
| 1Y | -29.3% | -20.6% | -8.7% | -25.7% |
| All | +349.8% | +7.9% | +341.9% | +289.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling