+668.2%
VST vs ABCL
-80.5%
+748.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +6.7% | +3.8% | +9.8% |
| 7D | -9.8% | -3.2% | -6.6% | -9.5% |
| 30D | -25.1% | -7.4% | -17.7% | -24.6% |
| 3M | -11.6% | +81.9% | -93.5% | -17.3% |
| 6M | -20.9% | +135.7% | -156.6% | -28.5% |
| YTD | -22.3% | +247.4% | -269.7% | -32.7% |
| 1Y | -32.0% | +162.3% | -194.3% | -39.8% |
| 3Y | +262.4% | +165.5% | +96.9% | +207.3% |
| 5Y | +563.4% | -21.3% | +584.6% | +482.3% |
| All | +668.2% | -80.5% | +748.7% | +593.5% |
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