+105.2%
VGT vs ABCL
+156.0%
-50.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.7% | -5.4% | +0.5% |
| 7D | -7.2% | -3.2% | -4.0% | -6.9% |
| 30D | -16.1% | -7.4% | -8.7% | -15.5% |
| 3M | -9.2% | +81.9% | -91.1% | -16.4% |
| 6M | -0.7% | +135.7% | -136.4% | -12.8% |
| YTD | +15.6% | +247.4% | -231.8% | -4.5% |
| 1Y | +14.4% | +162.3% | -147.9% | -2.4% |
| 3Y | +105.2% | +165.5% | -60.2% | +63.3% |
| All | +105.2% | +156.0% | -50.8% | +63.3% |
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