+395.7%
EFA vs VRTX
+1,296.7%
-901.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.4% |
| 7D | +0.6% | +0.8% | -0.2% | +0.5% |
| 30D | +0.9% | +12.6% | -11.8% | -1.0% |
| 3M | +4.9% | +23.6% | -18.8% | +1.5% |
| 6M | +8.6% | +14.3% | -5.7% | +6.2% |
| YTD | +14.6% | +20.5% | -5.8% | +11.1% |
| 1Y | +22.6% | +37.6% | -15.0% | +16.4% |
| 3Y | +66.5% | +55.5% | +11.0% | +53.3% |
| 5Y | +54.5% | +175.7% | -121.2% | +29.8% |
| 10Y | +144.8% | +474.2% | -329.4% | +80.3% |
| All | +395.7% | +1,296.7% | -901.0% | +128.7% |
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