+474.7%
VRTX vs XRT
+135.4%
+339.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | 0.0% | -0.4% | +0.5% | +0.1% |
| 30D | +11.8% | +7.5% | +4.3% | +9.3% |
| 3M | +3.2% | +2.3% | +0.9% | +2.4% |
| 6M | +21.0% | +12.8% | +8.2% | +16.4% |
| YTD | +19.7% | +7.1% | +12.6% | +16.9% |
| 1Y | +25.0% | +12.3% | +12.7% | +20.3% |
| 3Y | +45.2% | +57.0% | -11.8% | +25.0% |
| 5Y | +189.7% | -4.3% | +194.0% | +184.4% |
| All | +474.7% | +135.4% | +339.3% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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