+55.3%
VSH vs ABCL
-79.6%
+134.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | -1.6% | +2.3% | -3.9% | -1.7% |
| 30D | -21.3% | -0.7% | -20.6% | -20.9% |
| 3M | -18.9% | +33.4% | -52.3% | -23.2% |
| 6M | -21.4% | +137.8% | -159.2% | -34.8% |
| YTD | +86.8% | +264.3% | -177.5% | +41.9% |
| 1Y | +85.8% | +209.2% | -123.4% | +45.0% |
| 3Y | +30.1% | +208.4% | -178.3% | -3.9% |
| 5Y | +42.8% | -11.9% | +54.7% | +14.9% |
| All | +55.3% | -79.6% | +134.8% | +31.4% |
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