-51.4%
VG vs ABCL
+212.6%
-264.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.4% | -2.8% |
| 7D | -22.0% | -14.9% | -7.1% | -20.4% |
| 30D | -14.7% | -15.4% | +0.6% | -13.1% |
| 3M | -7.1% | +88.0% | -95.1% | -16.2% |
| 6M | -11.2% | +138.8% | -150.0% | -24.4% |
| YTD | +69.8% | +225.4% | -155.6% | +30.4% |
| 1Y | +49.9% | +137.3% | -87.5% | +24.8% |
| All | -51.4% | +212.6% | -264.0% | -71.6% |
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