-79.8%
ABCL vs VCLT
-15.8%
-64.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.8% |
| 7D | -3.2% | +0.3% | -3.4% | -3.4% |
| 30D | -7.4% | +3.7% | -11.1% | -11.3% |
| 3M | +81.9% | -1.0% | +82.9% | +83.8% |
| 6M | +135.7% | -3.4% | +139.1% | +146.8% |
| YTD | +247.4% | -2.6% | +250.0% | +261.1% |
| 1Y | +162.3% | -3.3% | +165.5% | +175.2% |
| 3Y | +165.5% | +17.3% | +148.1% | +131.9% |
| 5Y | -21.3% | -17.0% | -4.3% | -6.1% |
| All | -79.8% | -15.8% | -64.0% | -77.0% |
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