+73.7%
VTI vs VRTX
+175.1%
-101.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.2% |
| 7D | -0.4% | -6.4% | +6.0% | +1.0% |
| 30D | -1.6% | -0.5% | -1.1% | -1.6% |
| 3M | +3.6% | +16.9% | -13.3% | 0.0% |
| 6M | +13.0% | +13.1% | 0.0% | +9.7% |
| YTD | +12.7% | +14.9% | -2.3% | +8.7% |
| 1Y | +18.4% | +31.4% | -13.1% | +10.7% |
| 3Y | +76.4% | +51.9% | +24.5% | +53.3% |
| 5Y | +73.7% | +177.1% | -103.4% | +30.8% |
| All | +73.7% | +175.1% | -101.4% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 5y: compounded portfolio wealth divided by compounded VRTX 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…
5y analysis · Full analysis span regression · 6 months rolling