+33.8%
VRTX vs FLUT
-66.0%
+99.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -3.1% |
| 7D | -3.4% | +3.8% | -7.2% | -3.3% |
| 30D | +6.6% | +6.3% | +0.3% | +6.8% |
| 3M | +19.4% | -4.0% | +23.5% | +19.0% |
| 6M | +15.8% | -10.3% | +26.1% | +15.0% |
| YTD | +16.7% | -53.2% | +69.8% | +19.0% |
| 1Y | +33.8% | -65.0% | +98.9% | +39.5% |
| All | +33.8% | -66.0% | +99.8% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling