+377.4%
VT vs IDXX
+2,036.0%
-1,658.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | +0.4% | -3.5% | +4.0% | +1.8% |
| 30D | +1.0% | -8.4% | +9.4% | +4.1% |
| 3M | +2.4% | -5.2% | +7.6% | +3.8% |
| 6M | +12.0% | -17.5% | +29.5% | +19.2% |
| YTD | +15.3% | -20.9% | +36.2% | +24.4% |
| 1Y | +22.6% | -16.4% | +39.0% | +28.4% |
| 3Y | +74.7% | +4.7% | +70.0% | +59.5% |
| 5Y | +66.1% | -22.2% | +88.4% | +65.4% |
| 10Y | +225.0% | +369.3% | -144.3% | +33.6% |
| All | +377.4% | +2,036.0% | -1,658.5% | -23.1% |
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