+87.0%
VTRS vs ALLE
+44.7%
+42.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.5% |
| 7D | -3.5% | -2.2% | -1.3% | -2.6% |
| 30D | +2.1% | -8.3% | +10.4% | +5.9% |
| 3M | +2.6% | +16.3% | -13.6% | -4.5% |
| 6M | +17.8% | +1.8% | +16.0% | +16.0% |
| YTD | +35.7% | -3.9% | +39.6% | +36.1% |
| 1Y | +63.5% | -10.0% | +73.5% | +68.9% |
| All | +87.0% | +44.7% | +42.3% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling