+50.1%
VRTX vs RRX
+3.6%
+46.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.3% |
| 7D | -6.4% | -0.7% | -5.7% | -6.4% |
| 30D | -0.5% | -8.0% | +7.4% | -0.1% |
| 3M | +16.9% | -25.1% | +42.0% | +18.3% |
| 6M | +13.1% | -18.3% | +31.3% | +13.4% |
| YTD | +14.9% | +14.2% | +0.8% | +13.4% |
| 1Y | +31.4% | +13.0% | +18.4% | +29.5% |
| All | +50.1% | +3.6% | +46.5% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling