+12,141.6%
VRTX vs VFC
+1,398.4%
+10,743.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | 0.0% |
| 7D | -0.4% | +7.7% | -8.1% | -2.3% |
| 30D | +8.0% | +39.2% | -31.2% | -0.8% |
| 3M | +11.0% | +40.3% | -29.2% | +1.6% |
| 6M | +28.2% | +11.4% | +16.8% | +22.9% |
| YTD | +21.5% | +17.5% | +4.0% | +13.9% |
| 1Y | +34.5% | +45.9% | -11.3% | +18.9% |
| 3Y | +49.5% | +47.3% | +2.1% | +14.7% |
| 5Y | +188.3% | -67.2% | +255.5% | +237.6% |
| 10Y | +493.1% | -46.1% | +539.2% | +412.6% |
| All | +12,141.6% | +1,398.4% | +10,743.2% | +2,528.9% |
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