+14.9%
VUG vs IDXX
-16.0%
+30.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -0.7% |
| 7D | -0.1% | -3.5% | +3.4% | +0.5% |
| 30D | -0.3% | -8.4% | +8.1% | +1.2% |
| 3M | -0.7% | -5.2% | +4.5% | +0.1% |
| 6M | +14.6% | -17.5% | +32.1% | +18.0% |
| YTD | +9.0% | -20.9% | +29.9% | +13.0% |
| 1Y | +14.9% | -16.4% | +31.3% | +18.4% |
| All | +14.9% | -16.0% | +30.9% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling