+132.8%
VTR vs ABCL
+105.4%
+27.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.4% | +1.4% | -3.8% | -2.4% |
| 30D | -3.7% | +65.1% | -68.8% | -4.6% |
| 3M | +13.5% | +111.1% | -97.5% | +11.8% |
| 6M | +7.2% | +231.6% | -224.4% | +3.7% |
| YTD | +17.6% | +234.5% | -216.9% | +13.3% |
| 1Y | +35.4% | +174.3% | -139.0% | +30.7% |
| 3Y | +132.8% | +111.5% | +21.4% | +129.7% |
| All | +132.8% | +105.4% | +27.5% | +129.7% |
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