+1,385.1%
VRT vs ABCL
-81.3%
+1,466.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.6% |
| 7D | +9.1% | +0.7% | +8.4% | +9.0% |
| 30D | +0.9% | +93.1% | -92.1% | -11.7% |
| 3M | -13.4% | +79.4% | -92.8% | -24.0% |
| 6M | +11.7% | +214.9% | -203.2% | -12.9% |
| YTD | +73.2% | +234.2% | -161.0% | +32.0% |
| 1Y | +123.4% | +174.8% | -51.3% | +75.9% |
| 3Y | +606.2% | +104.5% | +501.7% | +445.1% |
| 5Y | +899.9% | -39.0% | +938.9% | +760.6% |
| All | +1,385.1% | -81.3% | +1,466.4% | +1,240.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling