-50.4%
VTRS vs ALLE
+154.9%
-205.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -3.3% | -2.8% | -0.5% | -2.1% |
| 30D | +1.4% | -10.2% | +11.6% | +6.3% |
| 3M | +4.6% | +17.4% | -12.8% | -3.2% |
| 6M | +18.1% | +3.3% | +14.7% | +15.5% |
| YTD | +34.7% | -4.2% | +38.9% | +35.6% |
| 1Y | +65.6% | -10.5% | +76.2% | +71.7% |
| 3Y | +83.8% | +45.4% | +38.4% | +51.0% |
| 5Y | +46.5% | +11.9% | +34.5% | +32.1% |
| All | -50.4% | +154.9% | -205.3% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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