+87.4%
VT vs ABCL
-81.8%
+169.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.4% | +5.3% | -3.3% |
| 7D | -4.2% | -14.9% | +10.7% | -3.0% |
| 30D | -5.8% | -15.4% | +9.6% | -4.8% |
| 3M | -5.2% | +88.0% | -93.3% | -10.8% |
| 6M | +0.1% | +138.8% | -138.7% | -8.3% |
| YTD | +8.2% | +225.4% | -217.2% | -4.1% |
| 1Y | +10.1% | +137.3% | -127.2% | -0.1% |
| 3Y | +69.7% | +136.8% | -67.1% | +48.4% |
| 5Y | +53.4% | -26.2% | +79.6% | +41.0% |
| All | +87.4% | -81.8% | +169.2% | +77.5% |
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