+11,653.3%
VRTX vs RRX
+4,430.1%
+7,223.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | -3.4% | +4.3% | -7.7% | -4.7% |
| 30D | +6.6% | -8.0% | +14.6% | +9.3% |
| 3M | +19.4% | -22.0% | +41.4% | +26.8% |
| 6M | +15.8% | -11.9% | +27.7% | +16.4% |
| YTD | +16.7% | +17.1% | -0.4% | +5.6% |
| 1Y | +33.8% | +14.9% | +18.9% | +20.6% |
| 3Y | +54.2% | +6.9% | +47.3% | +32.3% |
| 5Y | +176.4% | +19.6% | +156.8% | +117.5% |
| 10Y | +443.5% | +215.9% | +227.6% | +170.9% |
| All | +11,653.3% | +4,430.1% | +7,223.3% | +2,598.9% |
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