+11.4%
VRTX vs ETHA
-30.3%
+41.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -2.0% |
| 7D | +0.8% | +0.8% | 0.0% | +0.8% |
| 30D | +12.6% | +27.9% | -15.3% | +10.8% |
| 3M | +23.6% | +38.3% | -14.7% | +20.8% |
| 6M | +14.3% | +14.0% | +0.3% | +12.9% |
| YTD | +20.5% | -17.4% | +37.9% | +20.5% |
| 1Y | +37.6% | -42.7% | +80.2% | +39.7% |
| All | +11.4% | -30.3% | +41.7% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling