+99.9%
VTR vs ABCL
-18.8%
+118.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | +0.6% |
| 7D | +3.2% | +12.4% | -9.2% | +2.7% |
| 30D | +9.1% | -0.4% | +9.4% | +8.9% |
| 3M | -3.6% | +80.4% | -83.9% | -6.6% |
| 6M | +3.8% | +138.5% | -134.8% | -1.6% |
| YTD | +17.8% | +265.5% | -247.7% | +8.0% |
| 1Y | +20.5% | +219.7% | -199.2% | +11.4% |
| 3Y | +132.4% | +209.4% | -77.0% | +108.3% |
| 5Y | +99.9% | -15.0% | +114.9% | +92.6% |
| All | +99.9% | -18.8% | +118.7% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling