+426.7%
VRTX vs TRU
+147.2%
+279.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -5.6% | -2.7% | -2.9% | -5.0% |
| 30D | -2.0% | -2.0% | +0.1% | -1.6% |
| 3M | +15.8% | +18.4% | -2.6% | +11.0% |
| 6M | +4.7% | +8.9% | -4.2% | +1.8% |
| YTD | +13.7% | -8.9% | +22.6% | +14.6% |
| 1Y | +29.7% | -15.9% | +45.6% | +32.8% |
| 3Y | +48.4% | -1.1% | +49.5% | +40.4% |
| 5Y | +173.3% | -35.2% | +208.5% | +191.9% |
| All | +426.7% | +147.2% | +279.6% | +249.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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