+51.4%
IEFA vs VRTX
+176.9%
-125.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -0.5% | -6.4% | +5.9% | +0.6% |
| 30D | -1.1% | -0.5% | -0.6% | -1.1% |
| 3M | +5.1% | +16.9% | -11.8% | +2.1% |
| 6M | +9.3% | +13.1% | -3.8% | +6.7% |
| YTD | +13.0% | +14.9% | -2.0% | +9.8% |
| 1Y | +19.2% | +31.4% | -12.3% | +13.1% |
| 3Y | +67.0% | +51.9% | +15.1% | +50.3% |
| All | +51.4% | +176.9% | -125.5% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling