+495.5%
VRTX vs RBA
+210.9%
+284.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +3.2% | +3.2% | 0.0% | +2.6% |
| 30D | +7.4% | +12.0% | -4.6% | +5.1% |
| 3M | +4.6% | +2.9% | +1.7% | +3.8% |
| 6M | +27.5% | -6.3% | +33.7% | +28.1% |
| YTD | +20.9% | -5.9% | +26.7% | +20.7% |
| 1Y | +30.1% | -3.9% | +34.0% | +29.3% |
| 3Y | +46.6% | +64.9% | -18.3% | +28.2% |
| 5Y | +191.6% | +48.5% | +143.1% | +154.7% |
| All | +495.5% | +210.9% | +284.6% | +288.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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