+361.8%
VRT vs ABT
+22.5%
+339.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.7% | +2.3% |
| 7D | -21.4% | +3.5% | -24.9% | -20.1% |
| 30D | -25.8% | +12.0% | -37.8% | -22.5% |
| 3M | -33.5% | +2.5% | -36.0% | -32.4% |
| 6M | -49.0% | +29.1% | -78.1% | -44.4% |
| YTD | +12.9% | -10.1% | +23.0% | +14.5% |
| 1Y | 0.0% | -9.8% | +9.9% | +1.6% |
| 3Y | +361.8% | +23.3% | +338.6% | +390.1% |
| All | +361.8% | +22.5% | +339.3% | +390.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling