-25.5%
VFC vs ABCL
+104.5%
-130.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -11.6% | +93.1% | -104.7% | -24.7% |
| 3M | -18.1% | +79.4% | -97.5% | -30.5% |
| 6M | -27.4% | +214.9% | -242.2% | -47.8% |
| YTD | -24.8% | +234.2% | -259.0% | -47.9% |
| 1Y | -8.2% | +174.8% | -183.0% | -34.5% |
| All | -25.5% | +104.5% | -130.0% | -48.7% |
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