+63.9%
VXUS vs ABCL
+156.0%
-92.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.7% | -6.6% | -0.4% |
| 7D | -1.8% | -3.2% | +1.4% | -1.6% |
| 30D | -4.6% | -7.4% | +2.8% | -4.2% |
| 3M | -6.1% | +81.9% | -88.0% | -11.1% |
| 6M | -4.9% | +135.7% | -140.6% | -12.7% |
| YTD | +8.1% | +247.4% | -239.3% | -4.5% |
| 1Y | +12.1% | +162.3% | -150.2% | +1.0% |
| 3Y | +63.9% | +165.5% | -101.6% | +42.6% |
| All | +63.9% | +156.0% | -92.2% | +42.6% |
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