+27.4%
VRTX vs FLUT
-62.9%
+90.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | 0.0% |
| 7D | -0.4% | +4.5% | -4.9% | -0.2% |
| 30D | +7.9% | +9.2% | -1.3% | +8.3% |
| 3M | +3.3% | -13.7% | +16.9% | +2.5% |
| 6M | +25.7% | -9.0% | +34.7% | +25.4% |
| YTD | +20.7% | -60.2% | +80.9% | +18.2% |
| 1Y | +27.4% | -63.1% | +90.6% | +25.5% |
| All | +27.4% | -62.9% | +90.3% | +25.5% |
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