+426.7%
VRTX vs ITOT
+303.4%
+123.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.5% |
| 7D | -5.6% | -0.9% | -4.7% | -5.0% |
| 30D | -2.0% | -1.5% | -0.5% | -0.9% |
| 3M | +15.8% | +3.6% | +12.3% | +12.6% |
| 6M | +4.7% | +13.7% | -9.0% | -5.3% |
| YTD | +13.7% | +12.9% | +0.8% | +3.3% |
| 1Y | +29.7% | +17.2% | +12.5% | +14.5% |
| 3Y | +48.4% | +75.6% | -27.2% | -6.1% |
| 5Y | +173.3% | +75.5% | +97.9% | +70.0% |
| All | +426.7% | +303.4% | +123.3% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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