+567.3%
VRT vs ABCL
-21.8%
+589.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.7% | -3.3% | +2.0% |
| 7D | -21.4% | -3.2% | -18.2% | -20.7% |
| 30D | -25.8% | -7.4% | -18.4% | -24.4% |
| 3M | -33.5% | +81.9% | -115.5% | -42.7% |
| 6M | -49.0% | +135.7% | -184.7% | -59.8% |
| YTD | +12.9% | +247.4% | -234.4% | -20.2% |
| 1Y | 0.0% | +162.3% | -162.2% | -24.7% |
| 3Y | +361.8% | +165.5% | +196.3% | +214.1% |
| All | +567.3% | -21.8% | +589.1% | +486.2% |
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 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