+12,075.3%
VRTX vs ETR
+4,089.5%
+7,985.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +3.2% | +2.6% | +0.7% | +2.5% |
| 30D | +7.4% | +8.7% | -1.3% | +5.0% |
| 3M | +4.6% | +6.4% | -1.8% | +2.8% |
| 6M | +27.5% | +0.7% | +26.8% | +26.9% |
| YTD | +20.9% | +23.0% | -2.2% | +13.6% |
| 1Y | +30.1% | +17.9% | +12.2% | +23.6% |
| 3Y | +46.6% | +154.9% | -108.3% | +11.2% |
| 5Y | +191.6% | +157.3% | +34.3% | +118.5% |
| 10Y | +474.5% | +373.4% | +101.2% | +256.4% |
| All | +12,075.3% | +4,089.5% | +7,985.8% | +4,580.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling