+3.6%
VTEB vs ABCL
-81.3%
+84.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | 0.0% |
| 7D | -0.8% | +0.7% | -1.5% | -0.8% |
| 30D | -1.3% | +93.1% | -94.4% | -1.8% |
| 3M | -2.1% | +79.4% | -81.6% | -2.6% |
| 6M | -1.7% | +214.9% | -216.6% | -2.5% |
| YTD | -0.6% | +234.2% | -234.8% | -1.4% |
| 1Y | +3.1% | +174.8% | -171.7% | +2.3% |
| 3Y | +9.2% | +104.5% | -95.2% | +8.3% |
| 5Y | +2.2% | -39.0% | +41.2% | +1.5% |
| All | +3.6% | -81.3% | +84.9% | +2.8% |
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