+55.0%
VRTX vs VLTO
+54.8%
+0.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | -2.1% | +5.4% | -7.5% | -3.4% |
| 30D | +8.2% | +22.3% | -14.1% | +3.0% |
| 3M | +13.0% | +19.6% | -6.6% | +8.1% |
| 6M | +27.9% | +35.2% | -7.2% | +18.9% |
| YTD | +20.7% | +17.9% | +2.8% | +15.5% |
| 1Y | +31.4% | +19.5% | +11.9% | +25.3% |
| 3Y | +41.8% | +73.9% | -32.1% | +27.2% |
| All | +55.0% | +54.8% | +0.2% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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