+121.8%
VTV vs ABCL
-79.6%
+201.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.1% |
| 7D | 0.0% | +2.3% | -2.3% | -0.1% |
| 30D | +3.2% | -0.7% | +3.9% | +3.1% |
| 3M | +1.7% | +33.4% | -31.8% | -0.2% |
| 6M | +11.0% | +137.8% | -126.8% | +5.1% |
| YTD | +21.0% | +264.3% | -243.3% | +11.5% |
| 1Y | +24.3% | +209.2% | -184.9% | +15.3% |
| 3Y | +76.9% | +208.4% | -131.5% | +60.2% |
| 5Y | +76.9% | -11.9% | +88.8% | +64.5% |
| All | +121.8% | -79.6% | +201.4% | +110.1% |
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