+594.9%
VST vs ABCL
-81.8%
+676.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.4% | +3.2% | -5.2% |
| 7D | -19.9% | -14.9% | -5.0% | -18.6% |
| 30D | -29.7% | -15.4% | -14.3% | -28.5% |
| 3M | -19.6% | +88.0% | -107.6% | -25.0% |
| 6M | -29.4% | +138.8% | -168.2% | -36.3% |
| YTD | -29.7% | +225.4% | -255.2% | -38.8% |
| 1Y | -40.0% | +137.3% | -177.4% | -46.5% |
| 3Y | +231.0% | +136.8% | +94.2% | +183.2% |
| 5Y | +500.1% | -26.2% | +526.3% | +430.1% |
| All | +594.9% | -81.8% | +676.7% | +531.3% |
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 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