+46.5%
VTRS vs ALM
+856.4%
-809.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | -0.3% |
| 7D | -3.3% | -7.1% | +3.8% | -3.1% |
| 30D | +1.4% | +24.7% | -23.3% | +0.3% |
| 3M | +4.6% | +8.3% | -3.7% | +3.8% |
| 6M | +18.1% | -22.2% | +40.2% | +18.0% |
| YTD | +34.7% | +88.1% | -53.4% | +29.4% |
| 1Y | +65.6% | +272.4% | -206.7% | +52.9% |
| 3Y | +83.8% | +2,004.1% | -1,920.4% | +44.1% |
| 5Y | +46.5% | +915.8% | -869.3% | +17.8% |
| All | +46.5% | +856.4% | -809.9% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling