+470.4%
VRTX vs FLUT
-26.8%
+497.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | +8.0% | +9.3% | -1.2% | +7.7% |
| 3M | +4.3% | -17.5% | +21.8% | +4.8% |
| 6M | +18.9% | -14.6% | +33.5% | +19.2% |
| YTD | +18.8% | -62.3% | +81.1% | +22.8% |
| 1Y | +24.0% | -59.6% | +83.6% | +27.7% |
| 3Y | +42.1% | -45.3% | +87.4% | +44.7% |
| 5Y | +187.6% | -50.4% | +238.0% | +189.2% |
| All | +470.4% | -26.8% | +497.3% | +510.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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