+183.8%
VXUS vs VRTX
+1,270.1%
-1,086.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | +1.0% | +0.8% | +0.2% | +0.9% |
| 30D | +2.2% | +12.6% | -10.4% | +0.6% |
| 3M | +3.0% | +23.6% | -20.7% | +0.1% |
| 6M | +10.7% | +14.3% | -3.6% | +8.5% |
| YTD | +17.8% | +20.5% | -2.6% | +14.7% |
| 1Y | +27.6% | +37.6% | -10.0% | +22.0% |
| 3Y | +73.3% | +55.5% | +17.8% | +61.4% |
| 5Y | +54.3% | +175.7% | -121.4% | +33.0% |
| 10Y | +149.8% | +474.2% | -324.4% | +97.0% |
| All | +183.8% | +1,270.1% | -1,086.3% | +99.8% |
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 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