+456.3%
VRTX vs ETR
+288.4%
+167.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | -6.4% | +0.4% | -6.8% | -6.5% |
| 30D | -0.5% | +2.0% | -2.6% | -1.1% |
| 3M | +16.9% | -1.7% | +18.6% | +17.3% |
| 6M | +13.1% | +3.6% | +9.5% | +11.4% |
| YTD | +14.9% | +18.0% | -3.1% | +9.0% |
| 1Y | +31.4% | +26.2% | +5.2% | +22.0% |
| 3Y | +51.9% | +148.0% | -96.1% | +13.3% |
| 5Y | +177.1% | +126.1% | +51.0% | +110.5% |
| 10Y | +456.3% | +302.3% | +154.0% | +311.4% |
| All | +456.3% | +288.4% | +167.9% | +311.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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