+87.0%
VTRS vs ALC
-16.2%
+103.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -3.5% | -5.3% | +1.8% | -1.7% |
| 30D | +2.1% | -7.1% | +9.2% | +4.5% |
| 3M | +2.6% | +0.8% | +1.8% | +2.2% |
| 6M | +17.8% | -16.0% | +33.7% | +24.2% |
| YTD | +35.7% | -12.7% | +48.4% | +40.5% |
| 1Y | +63.5% | -12.8% | +76.3% | +69.0% |
| All | +87.0% | -16.2% | +103.2% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling