-71.3%
VFC vs ABCL
-81.2%
+9.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.4% | +3.4% |
| 7D | +1.6% | -3.3% | +4.9% | +2.1% |
| 30D | +25.5% | -7.1% | +32.6% | +26.1% |
| 3M | +41.3% | +4.7% | +36.5% | +38.5% |
| 6M | +22.2% | +140.9% | -118.7% | +1.8% |
| YTD | +16.4% | +236.0% | -219.6% | -9.7% |
| 1Y | +38.4% | +217.4% | -179.0% | +8.3% |
| 3Y | +56.2% | +188.7% | -132.5% | +17.6% |
| 5Y | -68.2% | -23.5% | -44.7% | -74.3% |
| All | -71.3% | -81.2% | +9.9% | -77.1% |
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