+11,868.9%
VRTX vs RRX
+4,791.9%
+7,077.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | 0.0% |
| 7D | -1.6% | +4.3% | -5.9% | -2.9% |
| 30D | +8.0% | +12.3% | -4.3% | +3.1% |
| 3M | +4.3% | +3.7% | +0.6% | +1.7% |
| 6M | +18.9% | -13.9% | +32.8% | +20.3% |
| YTD | +18.8% | +26.5% | -7.7% | +3.7% |
| 1Y | +24.0% | +29.3% | -5.4% | +6.9% |
| 3Y | +42.1% | +65.6% | -23.4% | +4.4% |
| 5Y | +187.6% | +10.6% | +176.9% | +132.3% |
| 10Y | +485.4% | +202.9% | +282.6% | +194.8% |
| All | +11,868.9% | +4,791.9% | +7,077.0% | +2,549.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling