+3,020.7%
VRTX vs RBA
+3,565.6%
-544.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +0.8% | -2.9% | +3.7% | +1.4% |
| 30D | +12.6% | -12.3% | +24.9% | +15.7% |
| 3M | +23.6% | -20.5% | +44.2% | +29.1% |
| 6M | +14.3% | -18.5% | +32.8% | +18.4% |
| YTD | +20.5% | -18.2% | +38.7% | +24.3% |
| 1Y | +37.6% | -27.5% | +65.1% | +45.5% |
| 3Y | +55.5% | +38.1% | +17.5% | +40.2% |
| 5Y | +175.7% | +44.8% | +131.0% | +139.9% |
| 10Y | +474.2% | +187.1% | +287.1% | +309.9% |
| All | +3,020.7% | +3,565.6% | -544.9% | +1,292.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling