-29.9%
ABCL vs VCLT
-16.7%
-13.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | -3.3% | -2.3% | -1.0% | -0.6% |
| 30D | -7.1% | +0.8% | -7.9% | -8.1% |
| 3M | +4.7% | -2.7% | +7.4% | +8.2% |
| 6M | +140.9% | -4.3% | +145.2% | +155.3% |
| YTD | +236.0% | -4.3% | +240.3% | +257.0% |
| 1Y | +217.4% | -4.4% | +221.8% | +237.8% |
| 3Y | +188.7% | +13.8% | +174.9% | +159.2% |
| All | -29.9% | -16.7% | -13.2% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling