+281.6%
ABFL vs VT
+227.4%
+54.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | 0.0% | +0.4% | -0.5% | -0.5% |
| 30D | -1.8% | +1.0% | -2.7% | -2.7% |
| 3M | -2.2% | +2.4% | -4.6% | -4.4% |
| 6M | +12.1% | +12.0% | +0.1% | +0.3% |
| YTD | +15.4% | +15.3% | 0.0% | +0.4% |
| 1Y | +17.2% | +22.6% | -5.4% | -3.9% |
| 3Y | +57.0% | +74.7% | -17.6% | -8.5% |
| 5Y | +64.3% | +66.1% | -1.9% | +0.4% |
| All | +281.6% | +227.4% | +54.1% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling