-71.0%
VFC vs ABCL
-79.5%
+8.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.2% | -2.6% | +1.9% |
| 7D | +7.7% | +12.4% | -4.7% | +5.8% |
| 30D | +39.2% | -0.4% | +39.6% | +38.5% |
| 3M | +40.3% | +80.4% | -40.1% | +25.6% |
| 6M | +11.4% | +138.5% | -127.2% | -6.8% |
| YTD | +17.5% | +265.5% | -248.0% | -9.9% |
| 1Y | +45.9% | +219.7% | -173.8% | +14.2% |
| 3Y | +47.3% | +209.4% | -162.1% | +9.8% |
| 5Y | -67.2% | -15.0% | -52.2% | -73.9% |
| All | -71.0% | -79.5% | +8.5% | -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