-39.7%
ABCL vs VO
+42.6%
-82.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -0.9% |
| 7D | +0.7% | -0.3% | +1.0% | +1.1% |
| 30D | +93.1% | -0.3% | +93.4% | +94.6% |
| 3M | +79.4% | +2.9% | +76.5% | +72.7% |
| 6M | +214.9% | +9.3% | +205.5% | +178.8% |
| YTD | +234.2% | +14.2% | +220.0% | +180.2% |
| 1Y | +174.8% | +15.3% | +159.5% | +129.6% |
| 3Y | +104.5% | +56.2% | +48.2% | +13.6% |
| All | -39.7% | +42.6% | -82.3% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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