+98.1%
AGG vs VRTX
+4,303.8%
-4,205.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | -0.1% |
| 7D | +0.1% | -3.4% | +3.6% | +0.1% |
| 30D | -0.4% | +6.6% | -7.0% | -0.4% |
| 3M | -0.3% | +19.4% | -19.7% | -0.3% |
| 6M | -1.2% | +15.8% | -17.0% | -1.2% |
| YTD | -0.4% | +16.7% | -17.0% | -0.3% |
| 1Y | +0.4% | +33.8% | -33.4% | +0.4% |
| 3Y | +13.4% | +54.2% | -40.8% | +13.5% |
| 5Y | -1.4% | +176.4% | -177.8% | -1.1% |
| 10Y | +14.8% | +443.5% | -428.7% | +15.6% |
| All | +98.1% | +4,303.8% | -4,205.7% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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