+34.9%
VSH vs ABCL
-80.5%
+115.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.7% | -1.0% | +4.5% |
| 7D | -12.9% | -3.2% | -9.8% | -12.3% |
| 30D | -36.9% | -7.4% | -29.5% | -35.7% |
| 3M | -28.8% | +81.9% | -110.7% | -37.2% |
| 6M | -30.3% | +135.7% | -166.0% | -42.1% |
| YTD | +62.4% | +247.4% | -185.0% | +24.3% |
| 1Y | +62.5% | +162.3% | -99.7% | +30.3% |
| 3Y | +7.4% | +165.5% | -158.1% | -19.1% |
| 5Y | +25.4% | -21.3% | +46.7% | +2.1% |
| All | +34.9% | -80.5% | +115.4% | +15.2% |
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