+1,440.6%
VRTX vs SPXU
-100.0%
+1,540.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -0.4% |
| 7D | -1.6% | -7.6% | +6.0% | -3.8% |
| 30D | +8.0% | +5.3% | +2.7% | +10.2% |
| 3M | +4.3% | +9.6% | -5.3% | +7.9% |
| 6M | +18.9% | -4.5% | +23.4% | +18.5% |
| YTD | +18.8% | -25.9% | +44.7% | +10.8% |
| 1Y | +24.0% | -28.9% | +52.8% | +14.4% |
| 3Y | +42.1% | -80.5% | +122.6% | -5.9% |
| 5Y | +187.6% | -83.4% | +271.0% | +105.4% |
| 10Y | +485.4% | -99.5% | +584.9% | +65.7% |
| All | +1,440.6% | -100.0% | +1,540.6% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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