-79.8%
ABCL vs VT
+88.4%
-168.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.4% |
| 7D | -3.2% | -2.3% | -0.9% | +1.0% |
| 30D | -7.4% | -5.0% | -2.4% | +1.6% |
| 3M | +81.9% | -4.9% | +86.8% | +99.8% |
| 6M | +135.7% | -1.5% | +137.3% | +147.9% |
| YTD | +247.4% | +8.5% | +238.9% | +217.2% |
| 1Y | +162.3% | +11.4% | +150.9% | +131.0% |
| 3Y | +165.5% | +70.1% | +95.4% | +29.8% |
| 5Y | -21.3% | +53.7% | -75.0% | -53.6% |
| All | -79.8% | +88.4% | -168.2% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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