+255.6%
ABFL vs VT
+215.5%
+40.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -4.6% | -2.3% | -2.3% | -2.4% |
| 30D | -7.2% | -5.0% | -2.3% | -2.5% |
| 3M | -8.8% | -4.9% | -3.9% | -4.2% |
| 6M | -6.7% | -1.5% | -5.2% | -5.3% |
| YTD | +6.5% | +8.5% | -2.0% | -1.6% |
| 1Y | +7.4% | +11.4% | -4.0% | -3.3% |
| 3Y | +49.8% | +70.1% | -20.3% | -10.5% |
| 5Y | +47.3% | +53.7% | -6.5% | -3.0% |
| All | +255.6% | +215.5% | +40.0% | +20.7% |
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