-77.9%
VFC vs ABCL
-41.3%
-36.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | -11.6% | +93.1% | -104.7% | -23.6% |
| 3M | -18.1% | +79.4% | -97.5% | -29.4% |
| 6M | -27.4% | +214.9% | -242.2% | -45.4% |
| YTD | -24.8% | +234.2% | -259.0% | -45.1% |
| 1Y | -8.2% | +174.8% | -183.0% | -31.1% |
| 3Y | -29.1% | +104.5% | -133.6% | -47.8% |
| All | -77.9% | -41.3% | -36.6% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling