-80.6%
ABCL vs VCLT
-15.4%
-65.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.4% | +0.3% | +1.1% | +1.1% |
| 30D | +65.1% | -0.6% | +65.6% | +66.2% |
| 3M | +111.1% | -2.2% | +113.3% | +117.3% |
| 6M | +231.6% | -2.9% | +234.5% | +246.3% |
| YTD | +234.5% | -2.1% | +236.6% | +246.0% |
| 1Y | +174.3% | -2.6% | +176.9% | +186.1% |
| 3Y | +111.5% | +12.5% | +99.0% | +92.0% |
| 5Y | -37.3% | -15.3% | -22.0% | -26.8% |
| All | -80.6% | -15.4% | -65.2% | -78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling