-32.2%
VTRS vs ALLY
+174.3%
-206.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +4.6% | +0.4% | +4.2% | +4.4% |
| 30D | +19.4% | +5.2% | +14.1% | +17.2% |
| 3M | +30.8% | -13.3% | +44.1% | +37.0% |
| 6M | +21.6% | -6.7% | +28.3% | +24.0% |
| YTD | +71.2% | -12.8% | +84.0% | +77.9% |
| 1Y | +97.6% | +0.7% | +96.9% | +95.2% |
| 3Y | +163.9% | +65.2% | +98.7% | +111.8% |
| 5Y | +82.1% | -10.1% | +92.2% | +74.8% |
| All | -32.2% | +174.3% | -206.5% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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