-26.2%
ABCL vs VT
+53.2%
-79.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.1% | -5.3% | -2.5% |
| 7D | -14.9% | -4.2% | -10.7% | -8.2% |
| 30D | -15.4% | -5.8% | -9.6% | -5.6% |
| 3M | +88.0% | -5.2% | +93.3% | +108.1% |
| 6M | +138.8% | +0.1% | +138.7% | +145.0% |
| YTD | +225.4% | +8.2% | +217.2% | +197.7% |
| 1Y | +137.3% | +10.1% | +127.2% | +112.3% |
| 3Y | +136.8% | +69.7% | +67.1% | +14.9% |
| 5Y | -26.2% | +53.4% | -79.6% | -56.5% |
| All | -26.2% | +53.2% | -79.4% | -56.5% |
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