+172.2%
ABCL vs VT
+73.6%
+98.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | 0.0% | +9.5% | +9.5% |
| 7D | -5.1% | -1.6% | -3.5% | -1.8% |
| 30D | -11.4% | -2.5% | -8.9% | -6.3% |
| 3M | +108.9% | -1.3% | +110.2% | +116.5% |
| 6M | +174.9% | +3.1% | +171.9% | +166.2% |
| YTD | +256.1% | +10.9% | +245.2% | +204.6% |
| 1Y | +126.8% | +12.1% | +114.8% | +91.7% |
| All | +172.2% | +73.6% | +98.6% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling