+83.7%
VSH vs ABCL
-81.3%
+165.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.6% |
| 7D | +4.1% | +0.7% | +3.4% | +3.9% |
| 30D | -4.2% | +93.1% | -97.2% | -16.5% |
| 3M | -50.0% | +79.4% | -129.4% | -56.1% |
| 6M | +80.2% | +214.9% | -134.7% | +41.9% |
| YTD | +121.1% | +234.2% | -113.1% | +70.5% |
| 1Y | +112.0% | +174.8% | -62.8% | +68.5% |
| 3Y | +22.5% | +104.5% | -81.9% | -5.0% |
| 5Y | +64.0% | -39.0% | +103.1% | +35.5% |
| All | +83.7% | -81.3% | +165.0% | +57.9% |
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