+961.5%
VRT vs ABCL
-79.5%
+1,041.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.2% | +4.4% | +8.7% |
| 7D | -10.6% | +12.4% | -23.0% | -12.3% |
| 30D | -17.4% | -0.4% | -17.1% | -17.1% |
| 3M | -26.4% | +80.4% | -106.8% | -34.7% |
| 6M | -41.0% | +138.5% | -179.6% | -51.4% |
| YTD | +23.8% | +265.5% | -241.7% | -7.1% |
| 1Y | +11.6% | +219.7% | -208.1% | -14.2% |
| 3Y | +403.5% | +209.4% | +194.1% | +261.7% |
| 5Y | +647.0% | -15.0% | +662.1% | +526.9% |
| All | +961.5% | -79.5% | +1,041.0% | +842.6% |
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