+75.2%
VT vs IDXX
+10.9%
+64.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | 0.0% |
| 7D | +1.0% | -4.6% | +5.6% | +1.9% |
| 30D | -0.2% | -11.3% | +11.1% | +1.9% |
| 3M | +4.5% | -7.3% | +11.8% | +5.7% |
| 6M | +14.1% | -14.5% | +28.6% | +17.0% |
| YTD | +14.8% | -23.1% | +37.9% | +19.9% |
| 1Y | +21.2% | -20.3% | +41.5% | +25.4% |
| All | +75.2% | +10.9% | +64.3% | +61.2% |
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