+74.0%
ALB vs VTRS
-48.4%
+122.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.7% |
| 7D | -6.6% | -2.2% | -4.4% | -5.9% |
| 30D | -8.1% | +3.3% | -11.4% | -9.2% |
| 3M | -25.7% | +2.0% | -27.7% | -26.7% |
| 6M | -29.5% | +19.9% | -49.4% | -34.5% |
| YTD | -16.2% | +35.7% | -51.9% | -25.5% |
| 1Y | +59.2% | +68.1% | -8.9% | +30.6% |
| 3Y | -33.7% | +87.1% | -120.8% | -47.8% |
| 5Y | -48.1% | +47.6% | -95.8% | -57.3% |
| All | +74.0% | -48.4% | +122.4% | +66.6% |
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