+1,075.1%
VST vs IDXX
+523.5%
+551.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +6.6% | +4.2% | +2.4% | +5.6% |
| 30D | -12.4% | +33.1% | -45.5% | -19.0% |
| 3M | -9.0% | +24.2% | -33.2% | -14.6% |
| 6M | -6.4% | +33.2% | -39.7% | -14.3% |
| YTD | -17.2% | +4.1% | -21.3% | -19.1% |
| 1Y | -22.0% | +0.4% | -22.4% | -23.2% |
| 3Y | +296.7% | +62.9% | +233.8% | +232.8% |
| 5Y | +637.6% | +12.1% | +625.5% | +559.1% |
| 10Y | +1,138.2% | +545.1% | +593.1% | +698.3% |
| All | +1,075.1% | +523.5% | +551.6% | +651.7% |
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