+66.7%
VXUS vs ABCL
-81.0%
+147.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | -0.7% |
| 7D | +2.3% | +4.4% | -2.1% | +1.9% |
| 30D | -2.2% | -7.9% | +5.6% | -1.8% |
| 3M | -5.4% | +12.2% | -17.6% | -6.7% |
| 6M | -1.2% | +134.7% | -136.0% | -9.0% |
| YTD | +10.4% | +239.8% | -229.4% | -1.8% |
| 1Y | +11.8% | +192.7% | -180.9% | +0.5% |
| 3Y | +68.4% | +187.6% | -119.2% | +46.6% |
| 5Y | +45.9% | -22.6% | +68.5% | +34.4% |
| All | +66.7% | -81.0% | +147.6% | +58.5% |
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