+426.7%
VRTX vs VWO
+117.1%
+309.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -5.6% | -1.8% | -3.8% | -4.7% |
| 30D | -2.0% | -0.1% | -1.9% | -1.9% |
| 3M | +15.8% | +2.2% | +13.6% | +14.2% |
| 6M | +4.7% | +8.8% | -4.1% | -0.5% |
| YTD | +13.7% | +12.4% | +1.3% | +6.2% |
| 1Y | +29.7% | +15.6% | +14.1% | +19.2% |
| 3Y | +48.4% | +62.5% | -14.1% | +11.7% |
| 5Y | +173.3% | +34.3% | +139.1% | +128.2% |
| All | +426.7% | +117.1% | +309.6% | +230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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