+120.9%
VTR vs ABCL
-81.9%
+202.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.4% |
| 7D | -2.9% | -2.7% | -0.2% | -2.8% |
| 30D | -2.8% | +18.3% | -21.1% | -3.4% |
| 3M | +9.0% | +108.5% | -99.5% | +5.7% |
| 6M | +5.0% | +213.9% | -209.0% | -0.5% |
| YTD | +16.9% | +223.1% | -206.2% | +10.3% |
| 1Y | +34.3% | +160.6% | -126.3% | +27.3% |
| 3Y | +131.6% | +104.3% | +27.3% | +118.2% |
| 5Y | +88.0% | -40.0% | +128.0% | +80.6% |
| All | +120.9% | -81.9% | +202.8% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling