+217.5%
IEFA vs VRTX
+997.5%
-780.0%
-34.8%
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 | +1.0% | +12.6% | -11.6% | -0.7% |
| 3M | +4.7% | +23.6% | -18.9% | +1.6% |
| 6M | +8.6% | +14.3% | -5.7% | +6.4% |
| YTD | +14.8% | +20.5% | -5.6% | +11.6% |
| 1Y | +22.6% | +37.6% | -15.0% | +16.9% |
| 3Y | +67.0% | +55.5% | +11.5% | +54.8% |
| 5Y | +52.3% | +175.7% | -123.5% | +29.9% |
| 10Y | +147.3% | +474.2% | -326.9% | +94.3% |
| All | +217.5% | +997.5% | -780.0% | +138.2% |
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