+132.4%
VTR vs ABCL
+196.9%
-64.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | +0.8% |
| 7D | +3.2% | +12.4% | -9.2% | +3.2% |
| 30D | +9.1% | -0.4% | +9.4% | +9.1% |
| 3M | -3.6% | +80.4% | -83.9% | -4.1% |
| 6M | +3.8% | +138.5% | -134.8% | +2.6% |
| YTD | +17.8% | +265.5% | -247.7% | +14.9% |
| 1Y | +20.5% | +219.7% | -199.2% | +18.0% |
| 3Y | +132.4% | +209.4% | -77.0% | +130.4% |
| All | +132.4% | +196.9% | -64.5% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling