+41.8%
VRTX vs VFC
+39.5%
+2.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.1% | +11.2% | -13.3% | -2.9% |
| 30D | +8.2% | +41.5% | -33.3% | +5.5% |
| 3M | +13.0% | +38.9% | -25.9% | +10.3% |
| 6M | +27.9% | +6.1% | +21.8% | +26.9% |
| YTD | +20.7% | +14.5% | +6.1% | +18.8% |
| 1Y | +31.4% | +46.0% | -14.5% | +27.4% |
| 3Y | +41.8% | +36.4% | +5.4% | +40.3% |
| All | +41.8% | +39.5% | +2.3% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling