+118.2%
VMC vs ABCL
-79.5%
+197.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.2% | -2.8% | +2.0% |
| 7D | +0.1% | +12.4% | -12.3% | -0.7% |
| 30D | +18.3% | -0.4% | +18.7% | +18.1% |
| 3M | +1.9% | +80.4% | -78.5% | -3.3% |
| 6M | +2.4% | +138.5% | -136.1% | -5.5% |
| YTD | +2.1% | +265.5% | -263.4% | -9.6% |
| 1Y | +1.5% | +219.7% | -218.2% | -9.2% |
| 3Y | +41.5% | +209.4% | -168.0% | +22.2% |
| 5Y | +46.4% | -15.0% | +61.4% | +32.4% |
| All | +118.2% | -79.5% | +197.7% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling