+1,467.2%
VRTX vs SPXU
-100.0%
+1,567.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.2% |
| 7D | +3.2% | +0.5% | +2.7% | +3.8% |
| 30D | +7.4% | +10.9% | -3.5% | +11.3% |
| 3M | +4.6% | +9.6% | -5.0% | +8.2% |
| 6M | +27.5% | -4.7% | +32.1% | +27.0% |
| YTD | +20.9% | -24.6% | +45.4% | +13.3% |
| 1Y | +30.1% | -24.7% | +54.8% | +22.2% |
| 3Y | +46.6% | -80.0% | +126.7% | -2.4% |
| 5Y | +191.6% | -83.5% | +275.1% | +107.6% |
| 10Y | +474.5% | -99.5% | +574.0% | +63.8% |
| All | +1,467.2% | -100.0% | +1,567.2% | +75.2% |
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