+247.9%
ABFL vs VT
+217.6%
+30.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -3.5% | -0.1% | -3.4% | -3.4% |
| 30D | -6.6% | -3.1% | -3.5% | -3.7% |
| 3M | -8.5% | -3.5% | -5.0% | -5.3% |
| 6M | -3.9% | +0.5% | -4.4% | -4.4% |
| YTD | +7.9% | +10.8% | -2.9% | -2.4% |
| 1Y | +6.3% | +11.9% | -5.6% | -4.7% |
| 3Y | +49.4% | +73.0% | -23.6% | -12.2% |
| 5Y | +50.0% | +58.6% | -8.6% | -4.2% |
| 10Y | +247.9% | +219.2% | +28.7% | +15.4% |
| All | +247.9% | +217.6% | +30.2% | +15.4% |
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