0.0%
VRT vs ABCL
+152.2%
-152.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.7% | -3.3% | +2.1% |
| 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% | -40.4% |
| 6M | -49.0% | +135.7% | -184.7% | -58.4% |
| YTD | +12.9% | +247.4% | -234.4% | -22.7% |
| 1Y | 0.0% | +162.3% | -162.2% | -23.2% |
| All | 0.0% | +152.2% | -152.2% | -23.2% |
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