+67.8%
VXUS vs ABCL
-79.5%
+147.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.4% | +2.4% |
| 7D | +0.8% | +12.4% | -11.6% | -0.2% |
| 30D | -1.9% | -0.4% | -1.5% | -2.0% |
| 3M | -4.4% | +80.4% | -84.8% | -9.4% |
| 6M | -2.0% | +138.5% | -140.5% | -9.8% |
| YTD | +11.1% | +265.5% | -254.4% | -1.7% |
| 1Y | +15.1% | +219.7% | -204.6% | +2.7% |
| 3Y | +70.4% | +209.4% | -139.0% | +47.6% |
| 5Y | +47.2% | -15.0% | +62.2% | +34.8% |
| All | +67.8% | -79.5% | +147.3% | +58.8% |
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 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