+46.5%
VTRS vs ALC
-19.4%
+65.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.2% |
| 7D | -3.3% | -7.7% | +4.4% | -0.7% |
| 30D | +1.4% | -11.7% | +13.0% | +5.7% |
| 3M | +4.6% | +0.7% | +4.0% | +4.2% |
| 6M | +18.1% | -17.1% | +35.1% | +25.0% |
| YTD | +34.7% | -15.1% | +49.8% | +40.9% |
| 1Y | +65.6% | -14.1% | +79.7% | +72.3% |
| 3Y | +83.8% | -18.2% | +101.9% | +93.5% |
| 5Y | +46.5% | -19.2% | +65.6% | +47.0% |
| All | +46.5% | -19.4% | +65.9% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling