+7.4%
VSH vs ABCL
+156.0%
-148.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.7% | -1.0% | +4.0% |
| 7D | -12.9% | -3.2% | -9.8% | -12.0% |
| 30D | -36.9% | -7.4% | -29.5% | -35.4% |
| 3M | -28.8% | +81.9% | -110.7% | -40.2% |
| 6M | -30.3% | +135.7% | -166.0% | -46.7% |
| YTD | +62.4% | +247.4% | -185.0% | +9.7% |
| 1Y | +62.5% | +162.3% | -99.7% | +18.0% |
| 3Y | +7.4% | +165.5% | -158.1% | -31.3% |
| All | +7.4% | +156.0% | -148.6% | -31.3% |
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