+3,042.2%
VRTX vs FLUT
+2,054.3%
+988.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.1% |
| 7D | +0.8% | -1.6% | +2.5% | +0.9% |
| 30D | +12.6% | +7.7% | +4.9% | +12.4% |
| 3M | +23.6% | -0.7% | +24.3% | +23.5% |
| 6M | +14.3% | -11.2% | +25.4% | +14.4% |
| YTD | +20.5% | -53.4% | +73.9% | +22.6% |
| 1Y | +37.6% | -65.8% | +103.3% | +41.1% |
| 3Y | +55.5% | -44.9% | +100.5% | +57.2% |
| 5Y | +175.7% | -49.7% | +225.4% | +177.1% |
| 10Y | +474.2% | -9.7% | +483.9% | +470.2% |
| All | +3,042.2% | +2,054.3% | +988.0% | +2,852.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling