+13.8%
VRT vs ABCL
+138.2%
-124.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.8% | -13.7% | -13.0% |
| 7D | -15.4% | -10.0% | -5.4% | -13.9% |
| 30D | -19.0% | -10.9% | -8.1% | -17.5% |
| 3M | -23.8% | +101.6% | -125.5% | -33.2% |
| 6M | -37.9% | +167.5% | -205.4% | -51.0% |
| YTD | +27.0% | +259.1% | -232.1% | -13.2% |
| 1Y | +13.8% | +152.2% | -138.4% | -10.3% |
| All | +13.8% | +138.2% | -124.4% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling