+1,665.4%
VRTX vs XRT
+529.0%
+1,136.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.7% |
| 7D | -2.1% | +0.9% | -3.0% | -2.6% |
| 30D | +8.2% | +7.9% | +0.2% | +4.1% |
| 3M | +13.0% | -0.2% | +13.2% | +12.9% |
| 6M | +27.9% | +5.6% | +22.4% | +23.8% |
| YTD | +20.7% | +5.7% | +15.0% | +16.6% |
| 1Y | +31.4% | +14.6% | +16.8% | +21.9% |
| 3Y | +41.8% | +50.7% | -8.8% | +11.2% |
| 5Y | +183.7% | -4.8% | +188.5% | +170.9% |
| 10Y | +592.9% | +152.6% | +440.2% | +216.9% |
| All | +1,665.4% | +529.0% | +1,136.3% | +307.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling