-50.0%
VTRS vs ALM
+2,589.2%
-2,639.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +1.0% |
| 7D | -2.2% | -11.8% | +9.6% | -1.8% |
| 30D | +3.3% | +7.8% | -4.5% | +2.9% |
| 3M | +2.0% | -9.3% | +11.2% | +2.0% |
| 6M | +19.9% | -30.5% | +50.4% | +20.4% |
| YTD | +35.7% | +75.8% | -40.1% | +31.6% |
| 1Y | +68.1% | +241.2% | -173.1% | +58.2% |
| 3Y | +87.1% | +1,872.6% | -1,785.5% | +59.8% |
| 5Y | +47.6% | +849.6% | -801.9% | +28.1% |
| All | -50.0% | +2,589.2% | -2,639.2% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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