+158.3%
VEA vs VRTX
+1,536.6%
-1,378.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.1% |
| 7D | +2.3% | -1.6% | +3.8% | +2.5% |
| 30D | +0.2% | +8.0% | -7.8% | -1.1% |
| 3M | -5.3% | +4.3% | -9.6% | -6.2% |
| 6M | -0.9% | +18.9% | -19.8% | -4.1% |
| YTD | +12.2% | +18.8% | -6.6% | +8.4% |
| 1Y | +16.1% | +24.0% | -7.9% | +11.3% |
| 3Y | +73.0% | +42.1% | +30.8% | +59.5% |
| 5Y | +53.7% | +187.6% | -133.9% | +24.6% |
| 10Y | +159.3% | +485.4% | -326.1% | +81.7% |
| All | +158.3% | +1,536.6% | -1,378.3% | +16.3% |
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