+369.5%
ALAB vs VTRS
+55.2%
+314.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | -6.2% | -2.2% | -4.0% | -5.9% |
| 30D | -8.7% | +3.3% | -12.0% | -9.1% |
| 3M | -20.7% | +2.0% | -22.7% | -21.5% |
| 6M | +133.5% | +19.9% | +113.6% | +120.0% |
| YTD | +75.1% | +35.7% | +39.3% | +61.6% |
| 1Y | +25.0% | +68.1% | -43.1% | +10.7% |
| All | +369.5% | +55.2% | +314.3% | +284.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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