+619.5%
VRT vs ABCL
+104.5%
+515.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.5% |
| 7D | +9.1% | +0.7% | +8.4% | +9.0% |
| 30D | +0.9% | +93.1% | -92.1% | -10.9% |
| 3M | -13.4% | +79.4% | -92.8% | -23.4% |
| 6M | +11.7% | +214.9% | -203.2% | -12.2% |
| YTD | +73.2% | +234.2% | -161.0% | +33.0% |
| 1Y | +123.4% | +174.8% | -51.3% | +77.7% |
| All | +619.5% | +104.5% | +515.0% | +445.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling