+3.1%
VCIT vs ABCL
-81.8%
+84.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.4% | +9.6% | +0.4% |
| 7D | +0.5% | -14.9% | +15.4% | +0.7% |
| 30D | +2.1% | -15.4% | +17.4% | +2.3% |
| 3M | -1.6% | +88.0% | -89.6% | -2.9% |
| 6M | -1.6% | +138.8% | -140.4% | -3.5% |
| YTD | -1.5% | +225.4% | -227.0% | -4.1% |
| 1Y | -0.4% | +137.3% | -137.7% | -2.4% |
| 3Y | +19.6% | +136.8% | -117.2% | +16.2% |
| 5Y | +3.3% | -26.2% | +29.5% | +1.6% |
| All | +3.1% | -81.8% | +84.9% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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