+456.3%
VRTX vs VFC
-69.4%
+525.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.2% |
| 7D | -6.4% | -2.3% | -4.1% | -6.2% |
| 30D | -0.5% | -13.4% | +12.8% | +1.0% |
| 3M | +16.9% | -23.7% | +40.6% | +20.0% |
| 6M | +13.1% | -24.5% | +37.5% | +15.9% |
| YTD | +14.9% | -27.8% | +42.8% | +18.2% |
| 1Y | +31.4% | -13.5% | +44.9% | +31.9% |
| 3Y | +51.9% | -27.1% | +79.0% | +48.1% |
| 5Y | +177.1% | -79.0% | +256.1% | +231.5% |
| 10Y | +456.3% | -68.7% | +525.0% | +475.6% |
| All | +456.3% | -69.4% | +525.7% | +475.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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