+87.9%
VT vs ABCL
-80.5%
+168.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.7% | -6.5% | -0.3% |
| 7D | -2.3% | -3.2% | +0.9% | -2.2% |
| 30D | -5.0% | -7.4% | +2.4% | -4.6% |
| 3M | -4.9% | +81.9% | -86.8% | -10.2% |
| 6M | -1.5% | +135.7% | -137.3% | -9.8% |
| YTD | +8.5% | +247.4% | -238.9% | -4.4% |
| 1Y | +11.4% | +162.3% | -150.9% | +0.2% |
| 3Y | +70.1% | +165.5% | -95.4% | +47.4% |
| 5Y | +53.7% | -21.3% | +75.0% | +40.5% |
| All | +87.9% | -80.5% | +168.4% | +77.0% |
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