+139.0%
VRT vs ABT
-18.4%
+157.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.3% | +2.7% |
| 7D | +13.6% | -3.1% | +16.7% | +12.3% |
| 30D | +6.8% | -2.1% | +8.9% | +5.9% |
| 3M | -3.2% | +17.4% | -20.6% | +2.1% |
| 6M | +20.3% | -2.4% | +22.7% | +29.8% |
| YTD | +79.6% | -14.2% | +93.8% | +83.8% |
| 1Y | +139.0% | -18.3% | +157.3% | +140.9% |
| All | +139.0% | -18.4% | +157.4% | +140.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling