+57.7%
VT vs ABCL
-30.7%
+88.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.5% | -9.5% | -0.8% |
| 7D | -1.6% | -5.1% | +3.5% | -1.3% |
| 30D | -2.5% | -11.4% | +8.9% | -1.6% |
| 3M | -1.3% | +108.9% | -110.2% | -9.1% |
| 6M | +3.1% | +174.9% | -171.9% | -8.6% |
| YTD | +10.9% | +256.1% | -245.2% | -5.0% |
| 1Y | +12.1% | +126.8% | -114.8% | +0.2% |
| 3Y | +73.9% | +159.1% | -85.3% | +46.6% |
| All | +57.7% | -30.7% | +88.4% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling