-49.4%
VTRS vs ALLE
+260.9%
-310.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | +3.3% | -0.2% | +3.5% | +3.4% |
| 30D | -3.6% | -6.8% | +3.2% | -0.6% |
| 3M | +7.0% | +21.0% | -14.1% | -2.5% |
| 6M | +17.5% | +1.1% | +16.4% | +16.0% |
| YTD | +38.8% | -0.5% | +39.3% | +37.4% |
| 1Y | +69.2% | -7.3% | +76.5% | +72.7% |
| 3Y | +77.5% | +42.3% | +35.2% | +47.1% |
| 5Y | +39.9% | +13.5% | +26.4% | +25.4% |
| 10Y | -47.1% | +144.0% | -191.2% | -67.2% |
| All | -49.4% | +260.9% | -310.3% | -74.3% |
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