+12,036.0%
VRTX vs VFC
+858.5%
+11,177.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.7% |
| 7D | +0.8% | -1.6% | +2.4% | +1.2% |
| 30D | +12.6% | -11.6% | +24.3% | +16.0% |
| 3M | +23.6% | -18.1% | +41.7% | +28.6% |
| 6M | +14.3% | -27.4% | +41.6% | +21.8% |
| YTD | +20.5% | -24.8% | +45.3% | +26.7% |
| 1Y | +37.6% | -8.2% | +45.8% | +35.8% |
| 3Y | +55.5% | -29.1% | +84.7% | +43.6% |
| 5Y | +175.7% | -79.2% | +254.9% | +262.4% |
| 10Y | +474.2% | -68.1% | +542.3% | +474.3% |
| All | +12,036.0% | +858.5% | +11,177.5% | +2,824.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling