-80.6%
ABCL vs VCLT
-15.3%
-65.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +0.7% | -0.5% | +1.2% | +1.3% |
| 30D | +93.1% | -0.9% | +93.9% | +95.0% |
| 3M | +79.4% | -3.2% | +82.7% | +87.2% |
| 6M | +214.9% | -3.8% | +218.7% | +232.3% |
| YTD | +234.2% | -2.0% | +236.2% | +245.5% |
| 1Y | +174.8% | -0.8% | +175.6% | +181.2% |
| 3Y | +104.5% | +12.3% | +92.2% | +85.9% |
| 5Y | -39.0% | -15.4% | -23.6% | -28.6% |
| All | -80.6% | -15.3% | -65.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling