+905.2%
VRT vs ABT
-6.8%
+912.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.4% |
| 7D | +9.1% | -3.7% | +12.8% | +9.8% |
| 30D | +0.9% | +2.5% | -1.5% | +0.3% |
| 3M | -13.4% | +20.2% | -33.6% | -17.4% |
| 6M | +11.7% | -2.9% | +14.6% | +14.1% |
| YTD | +73.2% | -11.9% | +85.2% | +81.9% |
| 1Y | +123.4% | -16.5% | +140.0% | +138.0% |
| 3Y | +606.2% | +12.1% | +594.0% | +509.4% |
| All | +905.2% | -6.8% | +912.1% | +843.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling