+221.6%
VT vs IDXX
+362.2%
-140.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | -2.0% | -4.3% | +2.3% | -0.7% |
| 30D | -1.4% | -13.7% | +12.2% | +2.8% |
| 3M | +4.7% | -9.1% | +13.8% | +7.2% |
| 6M | +11.4% | -15.4% | +26.8% | +16.2% |
| YTD | +13.1% | -25.1% | +38.2% | +22.1% |
| 1Y | +19.0% | -20.6% | +39.6% | +25.5% |
| 3Y | +73.9% | +8.7% | +65.2% | +59.3% |
| 5Y | +65.4% | -25.7% | +91.1% | +66.9% |
| All | +221.6% | +362.2% | -140.6% | +82.6% |
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