+1,190.7%
VUG vs VRTX
+5,408.7%
-4,218.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.7% |
| 7D | +0.5% | -0.4% | +0.9% | +0.6% |
| 30D | -8.2% | +8.0% | -16.2% | -9.5% |
| 3M | -5.4% | +11.0% | -16.5% | -7.3% |
| 6M | -2.5% | +28.2% | -30.7% | -6.9% |
| YTD | +4.2% | +21.5% | -17.3% | +0.1% |
| 1Y | +5.0% | +34.5% | -29.5% | -0.9% |
| 3Y | +81.7% | +49.5% | +32.3% | +66.1% |
| 5Y | +62.5% | +188.3% | -125.8% | +32.4% |
| 10Y | +396.3% | +493.1% | -96.8% | +258.1% |
| All | +1,190.7% | +5,408.7% | -4,218.0% | +499.5% |
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