+77.9%
VXUS vs ABCL
-81.3%
+159.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +1.0% | +0.7% | +0.3% | +1.0% |
| 30D | +2.2% | +93.1% | -90.9% | -3.4% |
| 3M | +3.0% | +79.4% | -76.5% | -2.5% |
| 6M | +10.7% | +214.9% | -204.2% | -0.1% |
| YTD | +17.8% | +234.2% | -216.4% | +5.3% |
| 1Y | +27.6% | +174.8% | -147.2% | +15.1% |
| 3Y | +73.3% | +104.5% | -31.2% | +54.9% |
| 5Y | +54.3% | -39.0% | +93.3% | +43.6% |
| All | +77.9% | -81.3% | +159.2% | +70.0% |
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 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