-52.7%
VTRS vs ALLY
+124.8%
-177.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +3.3% | +3.7% | -0.4% | +2.0% |
| 30D | -3.6% | -2.3% | -1.4% | -2.9% |
| 3M | +7.0% | +3.8% | +3.1% | +5.4% |
| 6M | +17.5% | +9.7% | +7.7% | +13.3% |
| YTD | +38.8% | -1.4% | +40.2% | +38.6% |
| 1Y | +69.2% | +8.2% | +61.0% | +63.0% |
| 3Y | +77.5% | +66.5% | +11.0% | +42.0% |
| 5Y | +39.9% | +1.2% | +38.7% | +28.6% |
| 10Y | -47.1% | +191.4% | -238.5% | -68.3% |
| All | -52.7% | +124.8% | -177.6% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling