+682.7%
VRT vs ABCL
-25.4%
+708.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +2.1% |
| 7D | +18.6% | +4.4% | +14.2% | +17.4% |
| 30D | -11.7% | -7.9% | -3.8% | -9.8% |
| 3M | -27.3% | +12.2% | -39.5% | -29.5% |
| 6M | -42.9% | +134.7% | -177.6% | -54.9% |
| YTD | +29.5% | +239.8% | -210.3% | -8.3% |
| 1Y | +21.0% | +192.7% | -171.6% | -11.2% |
| 3Y | +403.1% | +187.6% | +215.5% | +233.0% |
| All | +682.7% | -25.4% | +708.0% | +610.4% |
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