+177.1%
VRTX vs RRX
+16.5%
+160.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.3% |
| 7D | -6.4% | -0.7% | -5.7% | -6.3% |
| 30D | -0.5% | -8.0% | +7.4% | +0.2% |
| 3M | +16.9% | -25.1% | +42.0% | +19.3% |
| 6M | +13.1% | -18.3% | +31.3% | +13.9% |
| YTD | +14.9% | +14.2% | +0.8% | +11.9% |
| 1Y | +31.4% | +13.0% | +18.4% | +27.7% |
| 3Y | +51.9% | +4.2% | +47.7% | +48.4% |
| 5Y | +177.1% | +17.9% | +159.2% | +163.2% |
| All | +177.1% | +16.5% | +160.5% | +163.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling