+36.4%
VFC vs ABCL
+156.0%
-119.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.7% | -6.6% | -1.0% |
| 7D | +11.2% | -3.2% | +14.4% | +11.5% |
| 30D | +41.5% | -7.4% | +48.9% | +42.4% |
| 3M | +38.9% | +81.9% | -43.0% | +19.9% |
| 6M | +6.1% | +135.7% | -129.6% | -16.9% |
| YTD | +14.5% | +247.4% | -232.8% | -20.7% |
| 1Y | +46.0% | +162.3% | -116.3% | +8.3% |
| 3Y | +36.4% | +165.5% | -129.1% | -6.6% |
| All | +36.4% | +156.0% | -119.7% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling