+632.2%
VRT vs ABCL
-8.0%
+640.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -17.7% | +2.3% | -20.0% | -17.9% |
| 30D | -20.0% | -0.7% | -19.3% | -19.6% |
| 3M | -28.1% | +33.4% | -61.5% | -32.8% |
| 6M | -42.8% | +137.8% | -180.6% | -54.9% |
| YTD | +20.0% | +264.3% | -244.4% | -16.1% |
| 1Y | +3.5% | +209.2% | -205.7% | -24.7% |
| 3Y | +366.1% | +208.4% | +157.7% | +204.8% |
| 5Y | +632.2% | -11.9% | +644.1% | +526.1% |
| All | +632.2% | -8.0% | +640.1% | +526.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling