+954.4%
VTI vs VRTX
+1,122.9%
-168.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.1% |
| 7D | +0.6% | -3.4% | +4.1% | +1.2% |
| 30D | -1.1% | +6.6% | -7.7% | -2.2% |
| 3M | +3.9% | +19.4% | -15.5% | +0.8% |
| 6M | +14.6% | +15.8% | -1.2% | +11.5% |
| YTD | +13.3% | +16.7% | -3.4% | +10.0% |
| 1Y | +19.2% | +33.8% | -14.6% | +13.0% |
| 3Y | +77.4% | +54.2% | +23.2% | +62.2% |
| 5Y | +74.0% | +176.4% | -102.3% | +44.0% |
| 10Y | +294.6% | +443.5% | -148.9% | +188.3% |
| All | +954.4% | +1,122.9% | -168.5% | +416.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling