+221.8%
VT vs IDXX
+540.7%
-318.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +2.4% | +4.2% | -1.8% | +1.2% |
| 30D | -1.5% | +33.1% | -34.6% | -9.9% |
| 3M | -4.1% | +24.2% | -28.3% | -10.6% |
| 6M | +0.6% | +33.2% | -32.7% | -8.6% |
| YTD | +11.0% | +4.1% | +6.9% | +8.3% |
| 1Y | +13.3% | +0.4% | +13.0% | +11.6% |
| 3Y | +73.4% | +62.9% | +10.5% | +40.0% |
| 5Y | +57.4% | +12.1% | +45.3% | +39.7% |
| All | +221.8% | +540.7% | -318.9% | +69.5% |
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