+2.3%
VTEB vs ABCL
-82.9%
+85.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.7% |
| 7D | -1.2% | -9.6% | +8.4% | -1.2% |
| 30D | -2.9% | +7.2% | -10.0% | -2.9% |
| 3M | -3.2% | +105.5% | -108.7% | -3.6% |
| 6M | -2.6% | +193.0% | -195.6% | -3.4% |
| YTD | -1.8% | +205.8% | -207.7% | -2.6% |
| 1Y | +0.2% | +144.4% | -144.2% | -0.5% |
| 3Y | +8.2% | +93.3% | -85.1% | +7.3% |
| 5Y | +0.8% | -44.9% | +45.8% | +0.2% |
| All | +2.3% | -82.9% | +85.1% | +1.5% |
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