+1,917.9%
VRT vs ABT
+99.3%
+1,818.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.5% | +9.1% | +9.5% |
| 7D | -10.6% | +0.3% | -10.9% | -10.8% |
| 30D | -17.4% | +11.6% | -29.1% | -19.8% |
| 3M | -26.4% | +3.1% | -29.5% | -27.3% |
| 6M | -41.0% | +32.8% | -73.8% | -46.2% |
| YTD | +23.8% | -9.6% | +33.4% | +26.9% |
| 1Y | +11.6% | -10.4% | +22.0% | +14.5% |
| 3Y | +403.5% | +25.8% | +377.7% | +333.5% |
| 5Y | +647.0% | -3.4% | +650.5% | +617.0% |
| All | +1,917.9% | +99.3% | +1,818.6% | +1,497.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 10y: compounded portfolio wealth divided by compounded ABT 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…
10y analysis · Full analysis span regression · 6 months rolling