+24.0%
VRTX vs ETR
+19.3%
+4.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | +1.2% | -2.7% | -1.7% |
| 30D | +8.0% | +7.0% | +1.0% | +7.4% |
| 3M | +4.3% | +4.6% | -0.3% | +3.9% |
| 6M | +18.9% | +0.1% | +18.7% | +19.3% |
| YTD | +18.8% | +23.2% | -4.4% | +16.3% |
| 1Y | +24.0% | +20.6% | +3.4% | +22.8% |
| All | +24.0% | +19.3% | +4.6% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling