+6.3%
VRTX vs ETHA
-30.1%
+36.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.4% |
| 7D | -6.4% | +2.9% | -9.3% | -6.6% |
| 30D | -0.5% | +31.4% | -31.9% | -2.3% |
| 3M | +16.9% | +48.9% | -32.0% | +13.8% |
| 6M | +13.1% | +20.9% | -7.8% | +11.3% |
| YTD | +14.9% | -17.2% | +32.1% | +14.9% |
| 1Y | +31.4% | -42.8% | +74.2% | +33.5% |
| All | +6.3% | -30.1% | +36.4% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling