+425.8%
VRTX vs EFV
+167.0%
+258.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | -7.8% | -2.0% | -5.8% | -6.6% |
| 30D | -2.8% | -0.2% | -2.7% | -2.7% |
| 3M | +18.1% | +9.1% | +9.0% | +11.9% |
| 6M | +3.1% | +11.7% | -8.6% | -3.9% |
| YTD | +13.5% | +17.0% | -3.5% | +2.7% |
| 1Y | +32.4% | +26.7% | +5.7% | +14.1% |
| 3Y | +50.0% | +90.2% | -40.2% | -0.6% |
| 5Y | +172.9% | +96.1% | +76.8% | +75.2% |
| All | +425.8% | +167.0% | +258.8% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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