+443.5%
VRTX vs SPY
+311.3%
+132.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -2.7% |
| 7D | -3.4% | +0.5% | -4.0% | -3.8% |
| 30D | +6.6% | -0.9% | +7.6% | +7.4% |
| 3M | +19.4% | +3.9% | +15.5% | +15.7% |
| 6M | +15.8% | +14.5% | +1.3% | +3.8% |
| YTD | +16.7% | +12.9% | +3.7% | +5.7% |
| 1Y | +33.8% | +19.4% | +14.5% | +15.9% |
| 3Y | +54.2% | +78.5% | -24.3% | -5.4% |
| 5Y | +176.4% | +81.8% | +94.6% | +64.2% |
| 10Y | +443.5% | +311.5% | +132.0% | +10.9% |
| All | +443.5% | +311.3% | +132.2% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling