+78.6%
VTV vs ABCL
+196.9%
-118.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.3% | +1.7% |
| 7D | -0.5% | +12.4% | -12.9% | -1.1% |
| 30D | +3.1% | -0.4% | +3.4% | +3.0% |
| 3M | +1.8% | +80.4% | -78.5% | -1.9% |
| 6M | +10.9% | +138.5% | -127.7% | +4.4% |
| YTD | +20.9% | +265.5% | -244.6% | +10.2% |
| 1Y | +24.6% | +219.7% | -195.1% | +14.4% |
| 3Y | +78.6% | +209.4% | -130.8% | +59.0% |
| All | +78.6% | +196.9% | -118.3% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling