+4.9%
VRTX vs ETHA
-30.2%
+35.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -7.8% | -2.4% | -5.4% | -7.6% |
| 30D | -2.8% | +30.9% | -33.7% | -4.6% |
| 3M | +18.1% | +51.1% | -33.0% | +14.8% |
| 6M | +3.1% | +20.5% | -17.4% | +1.5% |
| YTD | +13.5% | -17.3% | +30.8% | +13.5% |
| 1Y | +32.4% | -43.2% | +75.7% | +34.5% |
| All | +4.9% | -30.2% | +35.1% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 10y: compounded portfolio wealth divided by compounded ETHA 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…
10y analysis · Full analysis span regression · 6 months rolling