+34.3%
VTR vs ABCL
+164.4%
-130.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.6% |
| 7D | -2.9% | -2.7% | -0.2% | -3.0% |
| 30D | -2.8% | +18.3% | -21.1% | -2.2% |
| 3M | +9.0% | +108.5% | -99.5% | +12.2% |
| 6M | +5.0% | +213.9% | -209.0% | +8.6% |
| YTD | +16.9% | +223.1% | -206.2% | +20.7% |
| 1Y | +34.3% | +160.6% | -126.3% | +36.2% |
| All | +34.3% | +164.4% | -130.1% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling