+566.9%
VTRS vs AFL
+18,562.2%
-17,995.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -2.2% | -1.6% | -0.5% | -1.7% |
| 30D | +3.3% | -4.0% | +7.3% | +4.5% |
| 3M | +2.0% | -0.5% | +2.5% | +2.1% |
| 6M | +19.9% | +6.5% | +13.4% | +17.6% |
| YTD | +35.7% | +6.2% | +29.6% | +32.9% |
| 1Y | +68.1% | +8.3% | +59.8% | +63.4% |
| 3Y | +87.1% | +62.5% | +24.5% | +59.8% |
| 5Y | +47.6% | +136.2% | -88.5% | +13.3% |
| 10Y | -48.2% | +301.4% | -349.6% | -66.4% |
| All | +566.9% | +18,562.2% | -17,995.3% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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