+868.3%
VRT vs ABCL
-80.5%
+948.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.7% | -3.3% | +2.2% |
| 7D | -21.4% | -3.2% | -18.2% | -20.8% |
| 30D | -25.8% | -7.4% | -18.4% | -24.6% |
| 3M | -33.5% | +81.9% | -115.5% | -41.2% |
| 6M | -49.0% | +135.7% | -184.7% | -57.9% |
| YTD | +12.9% | +247.4% | -234.4% | -14.5% |
| 1Y | 0.0% | +162.3% | -162.2% | -20.4% |
| 3Y | +361.8% | +165.5% | +196.3% | +241.0% |
| 5Y | +565.1% | -21.3% | +586.4% | +463.9% |
| All | +868.3% | -80.5% | +948.8% | +767.5% |
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