+32.4%
VRTX vs ETHA
-43.9%
+76.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.1% |
| 3M | +18.1% | +51.1% | -33.0% | +13.8% |
| 6M | +3.1% | +20.5% | -17.4% | +1.0% |
| YTD | +13.5% | -17.3% | +30.8% | +12.9% |
| 1Y | +32.4% | -43.2% | +75.7% | +35.0% |
| All | +32.4% | -43.9% | +76.4% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling