+119.6%
VTV vs ABCL
-81.3%
+200.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | +0.5% | +0.7% | -0.2% | +0.5% |
| 30D | +1.1% | +93.1% | -92.0% | -2.6% |
| 3M | +5.9% | +79.4% | -73.6% | +2.1% |
| 6M | +11.6% | +214.9% | -203.2% | +4.2% |
| YTD | +19.8% | +234.2% | -214.4% | +11.1% |
| 1Y | +26.2% | +174.8% | -148.5% | +17.8% |
| 3Y | +68.5% | +104.5% | -36.0% | +55.5% |
| 5Y | +79.9% | -39.0% | +118.9% | +68.4% |
| All | +119.6% | -81.3% | +200.9% | +109.4% |
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 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