+253.8%
ABFL vs VT
+207.3%
+46.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | -0.5% |
| 7D | -5.8% | -4.2% | -1.6% | -1.8% |
| 30D | -7.3% | -5.8% | -1.5% | -1.7% |
| 3M | -8.9% | -5.2% | -3.7% | -4.0% |
| 6M | -5.6% | +0.1% | -5.8% | -5.7% |
| YTD | +7.0% | +8.2% | -1.3% | -1.0% |
| 1Y | +6.2% | +10.1% | -3.9% | -3.3% |
| 3Y | +50.5% | +69.7% | -19.2% | -9.8% |
| 5Y | +47.9% | +53.4% | -5.5% | -2.3% |
| 10Y | +264.0% | +219.2% | +44.8% | +22.6% |
| All | +253.8% | +207.3% | +46.5% | +22.5% |
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 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