+152.2%
ABCL vs VCLT
-3.2%
+155.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | -1.5% |
| 7D | -10.0% | +0.4% | -10.4% | -10.7% |
| 30D | -10.9% | +3.9% | -14.8% | -19.6% |
| 3M | +101.6% | -1.9% | +103.6% | +114.8% |
| 6M | +167.5% | -2.6% | +170.2% | +199.7% |
| YTD | +259.1% | -3.1% | +262.2% | +298.2% |
| 1Y | +152.2% | -3.6% | +155.7% | +183.9% |
| All | +152.2% | -3.2% | +155.4% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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