-32.2%
VTRS vs ALLE
+211.7%
-243.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | +4.6% | +3.6% | +1.0% | +3.0% |
| 30D | +19.4% | +25.9% | -6.5% | +7.4% |
| 3M | +30.8% | +15.8% | +15.0% | +21.9% |
| 6M | +21.6% | +48.1% | -26.4% | +0.9% |
| YTD | +71.2% | +22.0% | +49.2% | +54.1% |
| 1Y | +97.6% | +18.0% | +79.6% | +80.5% |
| 3Y | +163.9% | +93.1% | +70.8% | +89.8% |
| 5Y | +82.1% | +52.1% | +30.0% | +42.6% |
| All | -32.2% | +211.7% | -243.8% | -58.5% |
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