+146.5%
EFA vs VRTX
+483.3%
-336.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +2.2% | -1.6% | +3.8% | +2.5% |
| 30D | +1.4% | +8.0% | -6.7% | -0.2% |
| 3M | -4.2% | +4.3% | -8.4% | -5.1% |
| 6M | +1.9% | +18.9% | -17.0% | -1.8% |
| YTD | +10.2% | +18.8% | -8.6% | +5.9% |
| 1Y | +12.8% | +24.0% | -11.2% | +7.5% |
| 3Y | +65.2% | +42.1% | +23.1% | +50.2% |
| 5Y | +49.8% | +187.6% | -137.7% | +16.5% |
| All | +146.5% | +483.3% | -336.8% | +84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling