-34.5%
VTRS vs ALM
+8,043.4%
-8,077.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.5% | -0.7% |
| 7D | -3.5% | +3.6% | -7.1% | -3.5% |
| 30D | +2.1% | +33.8% | -31.7% | +2.0% |
| 3M | +2.6% | +14.8% | -12.2% | +2.6% |
| 6M | +17.8% | -7.0% | +24.7% | +17.7% |
| YTD | +35.7% | +108.1% | -72.4% | +35.4% |
| 1Y | +63.5% | +313.8% | -250.3% | +62.9% |
| 3Y | +85.1% | +2,227.6% | -2,142.5% | +83.6% |
| 5Y | +42.5% | +956.6% | -914.1% | +41.4% |
| 10Y | -48.2% | +3,082.3% | -3,130.5% | -48.6% |
| All | -34.5% | +8,043.4% | -8,077.9% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling