+1,238.2%
VST vs IDXX
+360.6%
+877.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.5% | +2.4% |
| 7D | +9.9% | -4.6% | +14.5% | +11.2% |
| 30D | +7.9% | -11.3% | +19.2% | +11.2% |
| 3M | +3.4% | -7.3% | +10.7% | +4.9% |
| 6M | -4.1% | -14.5% | +10.4% | -0.9% |
| YTD | -5.7% | -23.1% | +17.4% | +0.3% |
| 1Y | -18.9% | -20.3% | +1.4% | -15.0% |
| 3Y | +359.1% | +11.7% | +347.4% | +326.3% |
| 5Y | +766.9% | -24.4% | +791.2% | +761.4% |
| All | +1,238.2% | +360.6% | +877.6% | +831.3% |
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 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