-23.3%
VTRS vs ALC
+21.6%
-44.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.9% |
| 7D | -0.1% | -3.7% | +3.5% | +1.2% |
| 30D | +1.9% | -3.7% | +5.6% | +3.1% |
| 3M | +5.1% | +4.6% | +0.5% | +3.2% |
| 6M | +20.1% | -14.6% | +34.7% | +26.0% |
| YTD | +36.6% | -11.9% | +48.4% | +41.2% |
| 1Y | +64.1% | -13.1% | +77.3% | +70.4% |
| 3Y | +86.4% | -15.0% | +101.4% | +92.9% |
| 5Y | +40.9% | -16.2% | +57.1% | +43.4% |
| All | -23.3% | +21.6% | -44.9% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling