+160.5%
VEA vs VRTX
+483.3%
-322.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.2% |
| 7D | +2.3% | -1.6% | +3.8% | +2.6% |
| 30D | +0.2% | +8.0% | -7.8% | -1.3% |
| 3M | -5.3% | +4.3% | -9.6% | -6.3% |
| 6M | -0.9% | +18.9% | -19.8% | -4.5% |
| YTD | +12.2% | +18.8% | -6.6% | +7.8% |
| 1Y | +16.1% | +24.0% | -7.9% | +10.6% |
| 3Y | +73.0% | +42.1% | +30.8% | +57.1% |
| 5Y | +53.7% | +187.6% | -133.9% | +19.0% |
| All | +160.5% | +483.3% | -322.9% | +93.4% |
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