+117.2%
VTV vs ABCL
-81.9%
+199.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.2% |
| 7D | -0.7% | -2.7% | +2.1% | -0.5% |
| 30D | -0.5% | +18.3% | -18.8% | -1.5% |
| 3M | +5.3% | +108.5% | -103.2% | +0.8% |
| 6M | +12.9% | +213.9% | -201.1% | +5.4% |
| YTD | +18.5% | +223.1% | -204.6% | +10.0% |
| 1Y | +25.3% | +160.6% | -135.3% | +17.2% |
| 3Y | +68.2% | +104.3% | -36.1% | +55.3% |
| 5Y | +80.6% | -40.0% | +120.7% | +69.4% |
| All | +117.2% | -81.9% | +199.1% | +107.4% |
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 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