+817.5%
VST vs ABCL
-81.3%
+898.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.6% |
| 7D | +8.9% | +0.7% | +8.2% | +8.8% |
| 30D | +6.2% | +93.1% | -86.9% | -1.0% |
| 3M | -2.7% | +79.4% | -82.2% | -9.2% |
| 6M | -8.4% | +214.9% | -223.2% | -19.4% |
| YTD | -7.2% | +234.2% | -241.4% | -19.2% |
| 1Y | -20.9% | +174.8% | -195.7% | -30.2% |
| 3Y | +384.0% | +104.5% | +279.5% | +317.1% |
| 5Y | +757.1% | -39.0% | +796.1% | +654.2% |
| All | +817.5% | -81.3% | +898.8% | +733.1% |
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