+162.6%
VRTX vs VSXY
+37.5%
+125.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | 0.0% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -2.0% | -18.7% | +16.7% | -1.0% |
| 3M | +15.8% | -4.0% | +19.8% | +15.9% |
| 6M | +4.7% | +67.5% | -62.8% | +0.8% |
| YTD | +13.7% | +39.7% | -26.0% | +10.5% |
| 1Y | +29.7% | +180.0% | -150.3% | +20.5% |
| 3Y | +48.4% | +337.3% | -288.8% | +31.0% |
| 5Y | +173.3% | +22.7% | +150.7% | +154.6% |
| All | +162.6% | +37.5% | +125.1% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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