+249.7%
ABFL vs VT
+224.4%
+25.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +0.6% |
| 7D | -2.0% | -0.7% | -1.3% | -1.3% |
| 30D | -4.3% | -1.7% | -2.6% | -2.7% |
| 3M | -6.9% | -2.3% | -4.6% | -4.7% |
| 6M | -3.4% | +1.5% | -5.0% | -4.9% |
| YTD | +9.8% | +12.0% | -2.3% | -1.8% |
| 1Y | +8.5% | +12.9% | -4.4% | -3.6% |
| 3Y | +52.0% | +74.9% | -23.0% | -11.6% |
| 5Y | +52.1% | +59.9% | -7.8% | -3.6% |
| 10Y | +249.7% | +224.6% | +25.0% | +11.7% |
| All | +249.7% | +224.4% | +25.3% | +11.7% |
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