+493.1%
VRTX vs XRT
+163.3%
+329.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.4% |
| 7D | -0.4% | +2.5% | -2.9% | -1.2% |
| 30D | +8.0% | +10.3% | -2.3% | +4.8% |
| 3M | +11.0% | +2.4% | +8.7% | +10.1% |
| 6M | +28.2% | +10.0% | +18.2% | +24.2% |
| YTD | +21.5% | +9.5% | +12.0% | +17.8% |
| 1Y | +34.5% | +17.2% | +17.4% | +27.8% |
| 3Y | +49.5% | +62.0% | -12.5% | +27.4% |
| 5Y | +188.3% | -2.1% | +190.4% | +181.0% |
| 10Y | +493.1% | +152.6% | +340.5% | +233.7% |
| All | +493.1% | +163.3% | +329.8% | +233.7% |
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