+172.9%
VRTX vs SPYG
+82.6%
+90.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -0.9% |
| 7D | -7.8% | -1.8% | -6.0% | -7.1% |
| 30D | -2.8% | -1.9% | -0.9% | -2.1% |
| 3M | +18.1% | +5.2% | +12.9% | +15.4% |
| 6M | +3.1% | +15.6% | -12.5% | -3.3% |
| YTD | +13.5% | +12.4% | +1.1% | +7.7% |
| 1Y | +32.4% | +17.5% | +15.0% | +23.2% |
| 3Y | +50.0% | +98.1% | -48.1% | +9.4% |
| 5Y | +172.9% | +84.9% | +88.0% | +97.2% |
| All | +172.9% | +82.6% | +90.3% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 5y: compounded portfolio wealth divided by compounded SPYG 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…
5y analysis · Full analysis span regression · 6 months rolling