-38.1%
VTRS vs ALLE
+338.1%
-376.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.6% |
| 7D | +9.0% | +1.6% | +7.4% | +8.2% |
| 30D | +19.8% | +24.1% | -4.3% | +8.4% |
| 3M | +29.3% | +14.8% | +14.5% | +21.0% |
| 6M | +22.2% | +45.9% | -23.7% | +2.0% |
| YTD | +69.9% | +20.7% | +49.2% | +53.6% |
| 1Y | +94.4% | +14.2% | +80.2% | +80.1% |
| 3Y | +154.8% | +90.7% | +64.2% | +84.4% |
| 5Y | +80.8% | +50.6% | +30.2% | +42.3% |
| 10Y | -31.8% | +208.9% | -240.6% | -62.0% |
| All | -38.1% | +338.1% | -376.2% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling