-39.3%
VG vs ABCL
+221.1%
-260.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +1.7% | +0.7% | +1.0% | +1.6% |
| 30D | +16.0% | +93.1% | -77.1% | +4.8% |
| 3M | +9.7% | +79.4% | -69.7% | -1.0% |
| 6M | +29.6% | +214.9% | -185.3% | +3.5% |
| YTD | +112.0% | +234.2% | -122.2% | +63.1% |
| 1Y | +12.8% | +174.8% | -162.0% | -8.4% |
| All | -39.3% | +221.1% | -260.4% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling