+970.0%
VRT vs ABCL
-81.2%
+1,051.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.4% |
| 7D | +10.5% | -3.3% | +13.8% | +11.2% |
| 30D | -9.3% | -7.1% | -2.2% | -7.9% |
| 3M | -29.6% | +4.7% | -34.3% | -30.5% |
| 6M | -45.4% | +140.9% | -186.2% | -55.1% |
| YTD | +24.8% | +236.0% | -211.2% | -5.0% |
| 1Y | +23.6% | +217.4% | -193.8% | -4.9% |
| 3Y | +379.7% | +188.7% | +191.0% | +248.8% |
| 5Y | +660.3% | -23.5% | +683.8% | +548.4% |
| All | +970.0% | -81.2% | +1,051.2% | +864.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling