+470.4%
VRTX vs RRX
+200.5%
+270.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.4% |
| 7D | -1.6% | +4.3% | -5.9% | -2.3% |
| 30D | +8.0% | +12.3% | -4.3% | +5.5% |
| 3M | +4.3% | +3.7% | +0.6% | +3.1% |
| 6M | +18.9% | -13.9% | +32.8% | +19.9% |
| YTD | +18.8% | +26.5% | -7.7% | +10.3% |
| 1Y | +24.0% | +29.3% | -5.4% | +14.3% |
| 3Y | +42.1% | +65.6% | -23.4% | +18.7% |
| 5Y | +187.6% | +10.6% | +176.9% | +158.5% |
| All | +470.4% | +200.5% | +270.0% | +251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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