-29.3%
ABCL vs VT
+60.6%
-89.9%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -2.0% |
| 7D | -10.0% | -0.3% | -9.7% | -9.4% |
| 30D | -10.9% | -1.4% | -9.4% | -8.2% |
| 3M | +101.6% | -1.4% | +103.0% | +108.1% |
| 6M | +167.5% | +5.5% | +162.1% | +150.9% |
| YTD | +259.1% | +12.8% | +246.2% | +205.4% |
| 1Y | +152.2% | +15.4% | +136.7% | +107.9% |
| 3Y | +161.3% | +76.9% | +84.4% | +18.1% |
| 5Y | -29.3% | +60.4% | -89.7% | -61.6% |
| All | -29.3% | +60.6% | -89.9% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling